+80.3%
DLTR vs TAP
-47.7%
+128.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +2.4% | -6.3% | +8.7% | +4.5% |
| 30D | +21.5% | +2.7% | +18.8% | +20.7% |
| 3M | +9.8% | -3.7% | +13.6% | +11.2% |
| 6M | +58.6% | -2.0% | +60.7% | +59.4% |
| YTD | +14.8% | -12.3% | +27.2% | +18.9% |
| 1Y | +33.0% | -10.1% | +43.1% | +36.7% |
| 3Y | +23.8% | -25.3% | +49.1% | +32.8% |
| 5Y | +24.9% | -1.9% | +26.9% | +22.4% |
| All | +80.3% | -47.7% | +128.0% | +99.2% |
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