+7,716.5%
TPR vs DLTR
+910.9%
+6,805.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.3% | +2.5% | -4.8% | -3.2% |
| 30D | -23.0% | +2.1% | -25.0% | -23.6% |
| 3M | -12.5% | +20.3% | -32.7% | -18.3% |
| 6M | -21.4% | +11.5% | -32.9% | -25.4% |
| YTD | -3.5% | +6.8% | -10.3% | -7.3% |
| 1Y | +17.4% | +31.1% | -13.7% | +4.3% |
| 3Y | +291.3% | +10.7% | +280.6% | +251.8% |
| 5Y | +241.9% | +41.6% | +200.3% | +168.2% |
| 10Y | +322.7% | +58.1% | +264.5% | +200.8% |
| All | +7,716.5% | +910.9% | +6,805.5% | +2,199.6% |
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