+41.8%
TGT vs DLTR
+1.4%
+40.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -5.2% | -10.1% | +4.8% | -1.8% |
| 30D | +1.2% | -8.1% | +9.3% | +4.0% |
| 3M | +18.4% | +2.9% | +15.5% | +17.2% |
| 6M | +33.4% | +4.3% | +29.1% | +30.5% |
| YTD | +63.8% | -3.9% | +67.7% | +64.5% |
| 1Y | +77.2% | +18.9% | +58.3% | +64.4% |
| 3Y | +41.8% | +1.9% | +39.9% | +28.6% |
| All | +41.8% | +1.4% | +40.4% | +28.6% |
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