+218.2%
TER vs DLTR
+33.2%
+185.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.6% | +9.8% | +5.5% |
| 7D | +11.0% | -5.8% | +16.8% | +12.3% |
| 30D | -1.9% | -5.2% | +3.4% | -1.0% |
| 3M | -0.7% | +15.2% | -15.8% | -5.1% |
| 6M | +36.4% | +7.1% | +29.2% | +31.9% |
| YTD | +92.4% | +0.8% | +91.6% | +88.8% |
| 1Y | +213.5% | +24.8% | +188.7% | +191.2% |
| 3Y | +277.2% | +6.9% | +270.3% | +252.8% |
| All | +218.2% | +33.2% | +185.0% | +215.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling