+18.9%
DLTR vs TAP
-17.5%
+36.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.9% |
| 7D | -10.1% | -3.9% | -6.2% | -8.8% |
| 30D | -8.1% | -5.3% | -2.9% | -6.4% |
| 3M | +2.9% | -3.8% | +6.6% | +4.0% |
| 6M | +4.3% | -11.4% | +15.7% | +7.9% |
| YTD | -3.9% | -13.7% | +9.8% | +0.1% |
| 1Y | +18.9% | -17.2% | +36.1% | +21.6% |
| All | +18.9% | -17.5% | +36.4% | +21.6% |
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