+11,714.6%
DLTR vs TAP
+913.0%
+10,801.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | -3.0% |
| 7D | +5.3% | +1.3% | +4.0% | +5.0% |
| 30D | +13.4% | +5.7% | +7.7% | +12.1% |
| 3M | +6.6% | -1.9% | +8.5% | +7.0% |
| 6M | +59.1% | +0.9% | +58.1% | +58.6% |
| YTD | +12.3% | -9.5% | +21.8% | +14.3% |
| 1Y | +33.9% | -9.0% | +42.8% | +36.1% |
| 3Y | +23.0% | -22.2% | +45.2% | +28.3% |
| 5Y | +22.1% | +1.2% | +20.9% | +20.0% |
| 10Y | +77.5% | -46.1% | +123.6% | +89.5% |
| All | +11,714.6% | +913.0% | +10,801.6% | +7,536.9% |
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