+269.4%
TEVA vs DLTR
+1.4%
+268.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +2.0% | -10.1% | +12.1% | +3.1% |
| 30D | +1.0% | -8.1% | +9.1% | +1.8% |
| 3M | +7.3% | +2.9% | +4.5% | +6.8% |
| 6M | +21.7% | +4.3% | +17.4% | +20.9% |
| YTD | +18.8% | -3.9% | +22.8% | +19.0% |
| 1Y | +86.5% | +18.9% | +67.6% | +82.3% |
| 3Y | +269.4% | +1.9% | +267.5% | +235.6% |
| All | +269.4% | +1.4% | +268.0% | +235.6% |
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