+12,772.9%
TDG vs DLTR
+1,232.8%
+11,540.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.7% | -9.4% | +6.8% | -0.4% |
| 30D | -9.3% | -7.3% | -1.9% | -7.7% |
| 3M | -7.1% | +7.6% | -14.6% | -8.9% |
| 6M | -11.2% | +1.6% | -12.7% | -12.3% |
| YTD | -15.3% | -3.5% | -11.7% | -15.6% |
| 1Y | -12.5% | +20.0% | -32.5% | -17.7% |
| 3Y | +51.2% | +2.3% | +48.9% | +41.8% |
| 5Y | +126.1% | +31.5% | +94.6% | +89.2% |
| 10Y | +536.2% | +45.4% | +490.9% | +390.7% |
| All | +12,772.9% | +1,232.8% | +11,540.1% | +5,254.6% |
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