+125.1%
TLT vs DLTR
+1,154.9%
-1,029.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | -0.5% |
| 7D | -3.1% | +5.3% | -8.4% | -2.9% |
| 30D | +1.0% | +13.4% | -12.4% | +1.6% |
| 3M | -2.7% | +6.6% | -9.3% | -2.4% |
| 6M | -4.1% | +59.1% | -63.2% | -2.0% |
| YTD | -5.4% | +12.3% | -17.6% | -4.7% |
| 1Y | -7.0% | +33.9% | -40.9% | -5.5% |
| 3Y | +2.8% | +23.0% | -20.2% | +4.8% |
| 5Y | -35.4% | +22.1% | -57.5% | -33.5% |
| 10Y | -13.1% | +77.5% | -90.6% | -6.5% |
| All | +125.1% | +1,154.9% | -1,029.8% | +194.4% |
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