-9.3%
TDG vs DLTR
+29.2%
-38.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -2.0% | +2.5% | -4.5% | -2.4% |
| 30D | -7.4% | +2.1% | -9.5% | -7.7% |
| 3M | -5.4% | +20.3% | -25.6% | -8.1% |
| 6M | -11.6% | +11.5% | -23.2% | -14.3% |
| YTD | -12.6% | +6.8% | -19.5% | -14.7% |
| 1Y | -9.3% | +31.1% | -40.4% | -14.1% |
| All | -9.3% | +29.2% | -38.6% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling