+65.7%
T vs DLTR
+29.6%
+36.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.8% | -1.4% |
| 7D | -3.1% | -10.2% | +7.2% | -2.3% |
| 30D | +4.6% | -8.5% | +13.1% | +5.3% |
| 3M | +12.2% | +5.6% | +6.7% | +11.7% |
| 6M | -6.5% | +2.2% | -8.6% | -6.8% |
| YTD | +4.9% | -3.8% | +8.6% | +4.8% |
| 1Y | -10.5% | +22.9% | -33.4% | -12.4% |
| 3Y | +104.6% | +2.0% | +102.5% | +102.0% |
| All | +65.7% | +29.6% | +36.1% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling