-48.5%
TE vs DLTR
+35.8%
-84.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -5.6% | +15.6% | +10.8% |
| 7D | +18.2% | -5.8% | +24.0% | +19.1% |
| 30D | -13.5% | -5.2% | -8.3% | -13.0% |
| 3M | -44.6% | +15.2% | -59.8% | -46.3% |
| 6M | -24.7% | +7.1% | -31.8% | -26.6% |
| YTD | -24.3% | +0.8% | -25.1% | -25.7% |
| 1Y | +155.6% | +24.8% | +130.8% | +140.0% |
| 3Y | -18.3% | +6.9% | -25.2% | -20.9% |
| 5Y | -41.3% | +33.2% | -74.5% | -44.5% |
| All | -48.5% | +35.8% | -84.2% | -50.9% |
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