-53.1%
TE vs DLTR
+29.3%
-82.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +0.2% | -10.1% | +10.3% | +1.7% |
| 30D | -5.9% | -8.1% | +2.2% | -5.0% |
| 3M | -45.6% | +2.9% | -48.4% | -46.3% |
| 6M | -43.4% | +4.3% | -47.7% | -44.7% |
| YTD | -31.0% | -3.9% | -27.1% | -31.8% |
| 1Y | +145.2% | +18.9% | +126.3% | +132.0% |
| 3Y | -24.1% | +1.9% | -26.0% | -26.0% |
| 5Y | -48.1% | +31.0% | -79.1% | -50.7% |
| All | -53.1% | +29.3% | -82.4% | -55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling