+19.3%
TPR vs DLTR
+45.2%
-25.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.6% | -6.1% | +0.4% |
| 7D | +12.6% | +15.6% | -2.9% | +7.3% |
| 30D | +7.1% | +29.9% | -22.7% | -1.7% |
| 3M | -19.4% | +12.5% | -31.8% | -22.6% |
| 6M | -9.7% | +56.3% | -66.0% | -22.3% |
| YTD | -1.0% | +19.5% | -20.5% | -7.3% |
| 1Y | +19.3% | +44.0% | -24.7% | -4.8% |
| All | +19.3% | +45.2% | -25.9% | -4.8% |
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