-34.9%
TLT vs DLTR
+27.2%
-62.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.5% |
| 7D | -0.3% | -10.2% | +10.0% | -0.2% |
| 30D | 0.0% | -8.5% | +8.5% | 0.0% |
| 3M | -2.9% | +5.6% | -8.4% | -2.9% |
| 6M | -6.3% | +2.2% | -8.5% | -6.4% |
| YTD | -3.3% | -3.8% | +0.4% | -3.5% |
| 1Y | -4.2% | +22.9% | -27.1% | -4.2% |
| 3Y | -1.7% | +2.0% | -3.7% | -1.6% |
| 5Y | -34.9% | +29.8% | -64.7% | -34.1% |
| All | -34.9% | +27.2% | -62.0% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling