+33.9%
DLTR vs TAP
-7.2%
+41.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -3.7% |
| 7D | +5.3% | +1.3% | +4.0% | +4.7% |
| 30D | +13.4% | +5.7% | +7.7% | +11.4% |
| 3M | +6.6% | -1.9% | +8.5% | +7.5% |
| 6M | +59.1% | +0.9% | +58.1% | +57.9% |
| YTD | +12.3% | -9.5% | +21.8% | +15.2% |
| 1Y | +33.9% | -9.0% | +42.8% | +37.7% |
| All | +33.9% | -7.2% | +41.1% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling