+1,079.8%
T vs DLTR
+11,640.8%
-10,561.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -1.3% | +2.5% | -3.7% | -1.6% |
| 30D | +11.4% | +2.1% | +9.3% | +11.0% |
| 3M | +14.3% | +20.3% | -6.0% | +11.4% |
| 6M | -9.3% | +11.5% | -20.8% | -11.1% |
| YTD | +7.1% | +6.8% | +0.3% | +5.4% |
| 1Y | -9.1% | +31.1% | -40.2% | -13.2% |
| 3Y | +105.3% | +10.7% | +94.7% | +96.0% |
| 5Y | +66.8% | +41.6% | +25.2% | +51.0% |
| 10Y | +66.8% | +58.1% | +8.7% | +44.3% |
| All | +1,079.8% | +11,640.8% | -10,561.1% | +563.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling