+356.2%
TPR vs DLTR
+76.3%
+280.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.6% |
| 7D | -0.3% | +5.3% | -5.6% | -2.1% |
| 30D | +15.1% | +13.4% | +1.7% | +9.8% |
| 3M | +3.5% | +6.6% | -3.1% | +0.6% |
| 6M | +0.4% | +59.1% | -58.6% | -15.5% |
| YTD | +4.6% | +12.3% | -7.6% | -1.6% |
| 1Y | +33.1% | +33.9% | -0.8% | +17.4% |
| 3Y | +396.0% | +23.0% | +373.0% | +331.7% |
| 5Y | +230.3% | +22.1% | +208.2% | +175.4% |
| All | +356.2% | +76.3% | +280.0% | +202.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling