+307.1%
TPR vs DLTR
+45.9%
+261.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -5.1% | -9.4% | +4.3% | -1.9% |
| 30D | -27.6% | -7.3% | -20.2% | -25.7% |
| 3M | -17.5% | +7.6% | -25.0% | -19.8% |
| 6M | -21.3% | +1.6% | -22.9% | -22.7% |
| YTD | -8.5% | -3.5% | -4.9% | -8.7% |
| 1Y | +11.5% | +20.0% | -8.6% | +2.7% |
| 3Y | +288.0% | +2.3% | +285.7% | +262.0% |
| 5Y | +225.2% | +31.5% | +193.6% | +160.7% |
| All | +307.1% | +45.9% | +261.2% | +186.4% |
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 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