+43.2%
TER vs DLTR
+45.2%
-2.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +9.6% | -16.5% | -6.7% |
| 7D | -19.9% | +15.6% | -35.5% | -20.0% |
| 30D | -43.5% | +29.9% | -73.4% | -44.4% |
| 3M | -37.8% | +12.5% | -50.2% | -37.6% |
| 6M | -25.6% | +56.3% | -81.9% | -34.3% |
| YTD | +29.8% | +19.5% | +10.3% | +27.4% |
| 1Y | +43.2% | +44.0% | -0.8% | +23.9% |
| All | +43.2% | +45.2% | -2.1% | +23.9% |
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 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