+124.3%
TDG vs DLTR
+30.4%
+93.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | -1.9% | -10.1% | +8.2% | -0.7% |
| 30D | -7.7% | -8.1% | +0.4% | -6.8% |
| 3M | -9.3% | +2.9% | -12.2% | -9.7% |
| 6M | -9.4% | +4.3% | -13.7% | -10.2% |
| YTD | -14.3% | -3.9% | -10.3% | -14.4% |
| 1Y | -11.8% | +18.9% | -30.7% | -14.1% |
| 3Y | +52.0% | +1.9% | +50.1% | +50.5% |
| All | +124.3% | +30.4% | +93.9% | +126.0% |
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