-80.3%
FIG vs DLTR
+9.3%
-89.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.6% | -0.1% | -4.2% |
| 7D | -16.4% | -5.8% | -10.5% | -15.0% |
| 30D | -2.3% | -5.2% | +2.9% | -1.1% |
| 3M | +7.8% | +15.2% | -7.4% | +3.7% |
| 6M | -21.8% | +7.1% | -29.0% | -25.7% |
| YTD | -39.1% | +0.8% | -40.0% | -42.0% |
| 1Y | -56.6% | +24.8% | -81.4% | -62.6% |
| All | -80.3% | +9.3% | -89.6% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DLTR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling