+255.1%
TPR vs DLTR
+18.2%
+236.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | +0.4% |
| 7D | +14.2% | -2.0% | +16.2% | +14.5% |
| 30D | +17.1% | +12.8% | +4.3% | +12.6% |
| 3M | -17.7% | +1.1% | -18.8% | -18.5% |
| 6M | -10.2% | +35.9% | -46.1% | -18.8% |
| YTD | +4.9% | +6.6% | -1.7% | +1.2% |
| 1Y | +36.1% | +28.6% | +7.5% | +24.1% |
| 3Y | +416.5% | +14.0% | +402.4% | +372.4% |
| All | +255.1% | +18.2% | +236.9% | +225.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling