+210.2%
TER vs DLTR
+25.7%
+184.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.8% | +8.1% |
| 7D | +5.9% | -2.8% | +8.7% | +6.4% |
| 30D | -30.8% | +21.5% | -52.3% | -33.0% |
| 3M | -29.9% | +11.6% | -41.5% | -31.4% |
| 6M | -27.5% | +58.7% | -86.2% | -35.4% |
| YTD | +37.5% | +16.2% | +21.3% | +31.6% |
| 1Y | +50.3% | +34.8% | +15.4% | +39.3% |
| All | +210.2% | +25.7% | +184.5% | +166.0% |
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