+239.1%
TPR vs DLTR
+34.4%
+204.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.6% | +1.9% | -2.2% |
| 7D | -3.4% | -5.8% | +2.5% | -1.7% |
| 30D | -27.3% | -5.2% | -22.1% | -26.2% |
| 3M | -16.2% | +15.2% | -31.4% | -19.7% |
| 6M | -17.9% | +7.1% | -25.0% | -20.2% |
| YTD | -7.1% | +0.8% | -8.0% | -8.4% |
| 1Y | +13.6% | +24.8% | -11.2% | +5.2% |
| 3Y | +293.7% | +6.9% | +286.8% | +269.3% |
| 5Y | +239.1% | +33.2% | +205.8% | +225.1% |
| All | +239.1% | +34.4% | +204.7% | +225.1% |
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