+148.6%
TE vs DLTR
+29.2%
+119.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -4.0% | +2.5% | -6.4% | -3.9% |
| 30D | -15.9% | +2.1% | -18.0% | -15.9% |
| 3M | -60.5% | +20.3% | -80.8% | -61.0% |
| 6M | -35.2% | +11.5% | -46.7% | -34.9% |
| YTD | -31.1% | +6.8% | -38.0% | -31.6% |
| 1Y | +148.6% | +31.1% | +117.6% | +100.7% |
| All | +148.6% | +29.2% | +119.4% | +100.7% |
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 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