+131.2%
TLT vs DLTR
+1,094.4%
-963.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -0.4% | +2.5% | -2.9% | -0.3% |
| 30D | -0.6% | +2.1% | -2.6% | -0.5% |
| 3M | -2.7% | +20.3% | -23.0% | -1.9% |
| 6M | -5.6% | +11.5% | -17.1% | -5.1% |
| YTD | -2.8% | +6.8% | -9.6% | -2.3% |
| 1Y | -1.4% | +31.1% | -32.5% | +0.1% |
| 3Y | -1.6% | +10.7% | -12.3% | -0.2% |
| 5Y | -33.8% | +41.6% | -75.4% | -31.2% |
| 10Y | -21.1% | +58.1% | -79.3% | -15.7% |
| All | +131.2% | +1,094.4% | -963.2% | +201.6% |
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 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