+494.4%
TEAM vs DLTR
+45.3%
+449.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -5.2% | -10.1% | +4.9% | -3.1% |
| 30D | +15.8% | -8.1% | +23.9% | +17.6% |
| 3M | +101.5% | +2.9% | +98.6% | +100.3% |
| 6M | +138.2% | +4.3% | +133.8% | +134.9% |
| YTD | +10.8% | -3.9% | +14.8% | +10.7% |
| 1Y | +1.7% | +18.9% | -17.2% | -3.1% |
| 3Y | -16.0% | +1.9% | -18.0% | -19.5% |
| 5Y | -52.7% | +31.0% | -83.7% | -55.8% |
| All | +494.4% | +45.3% | +449.2% | +422.6% |
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 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