+459.4%
TTMI vs DLTR
+743.9%
-284.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.6% | +8.6% | +4.9% |
| 7D | +12.2% | -5.8% | +18.0% | +14.3% |
| 30D | -5.7% | -5.2% | -0.5% | -4.5% |
| 3M | -27.5% | +15.2% | -42.7% | -32.1% |
| 6M | +47.1% | +7.1% | +40.0% | +39.7% |
| YTD | +87.5% | +0.8% | +86.6% | +81.4% |
| 1Y | +175.2% | +24.8% | +150.4% | +146.0% |
| 3Y | +901.9% | +6.9% | +895.0% | +791.9% |
| 5Y | +843.5% | +33.2% | +810.2% | +620.3% |
| 10Y | +1,077.0% | +51.6% | +1,025.4% | +669.2% |
| All | +459.4% | +743.9% | -284.6% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling