+2.8%
TLT vs DLTR
+21.5%
-18.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | -0.4% |
| 7D | -3.1% | +5.3% | -8.4% | -3.2% |
| 30D | +1.0% | +13.4% | -12.4% | +0.8% |
| 3M | -2.7% | +6.6% | -9.3% | -2.9% |
| 6M | -4.1% | +59.1% | -63.2% | -4.8% |
| YTD | -5.4% | +12.3% | -17.6% | -5.8% |
| 1Y | -7.0% | +33.9% | -40.9% | -7.5% |
| 3Y | +2.8% | +23.0% | -20.2% | +4.3% |
| All | +2.8% | +21.5% | -18.6% | +4.3% |
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