+10,011.0%
DLTR vs TAP
+865.6%
+9,145.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -10.1% | -3.9% | -6.2% | -9.3% |
| 30D | -8.1% | -5.3% | -2.9% | -7.1% |
| 3M | +2.9% | -3.8% | +6.6% | +3.7% |
| 6M | +4.3% | -11.4% | +15.7% | +6.8% |
| YTD | -3.9% | -13.7% | +9.8% | -1.2% |
| 1Y | +18.9% | -17.2% | +36.1% | +23.2% |
| 3Y | +1.9% | -33.1% | +35.0% | +9.5% |
| 5Y | +31.0% | +0.8% | +30.2% | +28.9% |
| 10Y | +44.8% | -49.8% | +94.6% | +56.7% |
| All | +10,011.0% | +865.6% | +9,145.4% | +6,501.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling