-25.0%
TEVA vs DLTR
+45.3%
-70.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +2.0% | -10.1% | +12.1% | +4.4% |
| 30D | +1.0% | -8.1% | +9.1% | +2.7% |
| 3M | +7.3% | +2.9% | +4.5% | +6.2% |
| 6M | +21.7% | +4.3% | +17.4% | +19.2% |
| YTD | +18.8% | -3.9% | +22.8% | +18.3% |
| 1Y | +86.5% | +18.9% | +67.6% | +75.9% |
| 3Y | +269.4% | +1.9% | +267.5% | +248.8% |
| 5Y | +303.6% | +31.0% | +272.6% | +233.0% |
| All | -25.0% | +45.3% | -70.2% | -39.9% |
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