+858.0%
TTMI vs DLTR
+1.8%
+856.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.8% | -1.6% |
| 7D | +6.0% | -9.4% | +15.5% | +7.4% |
| 30D | -6.4% | -7.3% | +0.9% | -5.7% |
| 3M | -28.9% | +7.6% | -36.5% | -30.5% |
| 6M | +26.9% | +1.6% | +25.3% | +24.9% |
| YTD | +77.3% | -3.5% | +80.8% | +76.3% |
| 1Y | +147.5% | +20.0% | +127.5% | +136.8% |
| All | +858.0% | +1.8% | +856.2% | +823.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DLTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling