+8,579.1%
TPR vs DLTR
+983.3%
+7,595.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -3.0% | -1.3% |
| 7D | +12.1% | +5.0% | +7.0% | +9.7% |
| 30D | +16.7% | +18.7% | -2.0% | +9.2% |
| 3M | -17.4% | +8.9% | -26.2% | -20.4% |
| 6M | +2.3% | +49.4% | -47.2% | -12.7% |
| YTD | +7.1% | +14.5% | -7.3% | -0.2% |
| 1Y | +29.5% | +32.5% | -3.0% | +14.2% |
| 3Y | +415.0% | +23.4% | +391.6% | +343.0% |
| 5Y | +261.5% | +26.2% | +235.3% | +196.7% |
| 10Y | +383.3% | +82.4% | +300.9% | +225.3% |
| All | +8,579.1% | +983.3% | +7,595.8% | +2,375.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling