+379.8%
TPR vs DLTR
+82.8%
+297.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -3.0% | -1.2% |
| 7D | +12.1% | +5.0% | +7.0% | +9.8% |
| 30D | +16.7% | +18.7% | -2.0% | +9.5% |
| 3M | -17.4% | +8.9% | -26.2% | -20.3% |
| 6M | +2.3% | +49.4% | -47.2% | -12.2% |
| YTD | +7.1% | +14.5% | -7.3% | +0.1% |
| 1Y | +29.5% | +32.5% | -3.0% | +14.7% |
| 3Y | +415.0% | +23.4% | +391.6% | +348.1% |
| 5Y | +261.5% | +26.2% | +235.3% | +198.0% |
| All | +379.8% | +82.8% | +297.0% | +215.3% |
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