+44.0%
DLTR vs TAP
-50.5%
+94.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -9.4% | -5.3% | -4.2% | -7.9% |
| 30D | -7.3% | -7.4% | 0.0% | -5.2% |
| 3M | +7.6% | -4.9% | +12.5% | +9.2% |
| 6M | +1.6% | -14.2% | +15.8% | +6.0% |
| YTD | -3.5% | -14.8% | +11.3% | +0.7% |
| 1Y | +20.0% | -18.1% | +38.1% | +26.5% |
| 3Y | +2.3% | -32.7% | +35.0% | +12.9% |
| 5Y | +31.5% | -0.5% | +32.0% | +28.3% |
| All | +44.0% | -50.5% | +94.6% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling