-5.9%
TLT vs DLTR
+21.9%
-27.8%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -1.6% | -9.4% | +7.9% | -1.2% |
| 30D | -1.3% | -7.3% | +6.0% | -1.1% |
| 3M | -3.7% | +7.6% | -11.3% | -4.1% |
| 6M | -6.4% | +1.6% | -7.9% | -6.9% |
| YTD | -4.5% | -3.5% | -0.9% | -4.9% |
| 1Y | -5.9% | +20.0% | -25.9% | -5.9% |
| All | -5.9% | +21.9% | -27.8% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling