+995.4%
TER vs DLTR
+76.3%
+919.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -4.8% |
| 7D | +14.4% | +5.3% | +9.1% | +13.1% |
| 30D | -30.6% | +13.4% | -44.0% | -32.9% |
| 3M | -39.2% | +6.6% | -45.8% | -40.8% |
| 6M | -31.3% | +59.1% | -90.4% | -40.7% |
| YTD | +29.1% | +12.3% | +16.8% | +22.3% |
| 1Y | +47.4% | +33.9% | +13.6% | +33.1% |
| 3Y | +191.2% | +23.0% | +168.2% | +159.1% |
| 5Y | +74.0% | +22.1% | +51.9% | +51.8% |
| All | +995.4% | +76.3% | +919.2% | +753.9% |
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 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