+4,968.8%
TGT vs DLTR
+10,476.7%
-5,508.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -1.8% |
| 7D | -3.6% | -10.2% | +6.7% | -0.5% |
| 30D | +4.4% | -8.5% | +12.9% | +7.1% |
| 3M | +25.4% | +5.6% | +19.8% | +23.3% |
| 6M | +33.4% | +2.2% | +31.2% | +31.0% |
| YTD | +65.6% | -3.8% | +69.3% | +65.3% |
| 1Y | +80.3% | +22.9% | +57.3% | +66.9% |
| 3Y | +42.1% | +2.0% | +40.1% | +34.8% |
| 5Y | -25.0% | +29.8% | -54.8% | -34.6% |
| 10Y | +208.2% | +45.0% | +163.2% | +149.6% |
| All | +4,968.8% | +10,476.7% | -5,508.0% | +1,533.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling