+1,851.9%
TER vs DLTR
+45.3%
+1,806.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +6.4% | -10.1% | +16.4% | +9.0% |
| 30D | -5.7% | -8.1% | +2.4% | -4.1% |
| 3M | -0.4% | +2.9% | -3.3% | -2.4% |
| 6M | +25.8% | +4.3% | +21.5% | +22.1% |
| YTD | +96.4% | -3.9% | +100.3% | +94.7% |
| 1Y | +229.2% | +18.9% | +210.3% | +207.2% |
| 3Y | +288.1% | +1.9% | +286.2% | +264.2% |
| 5Y | +219.9% | +31.0% | +188.9% | +172.8% |
| All | +1,851.9% | +45.3% | +1,806.6% | +1,503.1% |
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