+2.1%
DLTR vs TAP
-33.0%
+35.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.6% | -4.3% |
| 7D | -10.2% | -5.1% | -5.2% | -8.8% |
| 30D | -8.5% | -8.4% | 0.0% | -6.0% |
| 3M | +5.6% | -3.9% | +9.5% | +6.8% |
| 6M | +2.2% | -14.4% | +16.6% | +6.6% |
| YTD | -3.8% | -14.7% | +11.0% | +0.3% |
| 1Y | +22.9% | -18.7% | +41.6% | +29.6% |
| All | +2.1% | -33.0% | +35.1% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling