+72.6%
TEL vs DLTR
+1.4%
+71.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.6% |
| 7D | +1.6% | -10.1% | +11.7% | +3.3% |
| 30D | -0.7% | -8.1% | +7.5% | +0.6% |
| 3M | +2.4% | +2.9% | -0.4% | +1.7% |
| 6M | +4.1% | +4.3% | -0.2% | +2.7% |
| YTD | -5.8% | -3.9% | -1.9% | -6.0% |
| 1Y | +0.9% | +18.9% | -18.0% | -2.4% |
| 3Y | +72.6% | +1.9% | +70.7% | +58.0% |
| All | +72.6% | +1.4% | +71.2% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling