+8,398.6%
TPR vs DLTR
+908.8%
+7,489.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | +0.7% |
| 7D | +14.2% | -2.0% | +16.2% | +14.6% |
| 30D | +17.1% | +12.8% | +4.3% | +11.7% |
| 3M | -17.7% | +1.1% | -18.8% | -18.6% |
| 6M | -10.2% | +35.9% | -46.1% | -20.8% |
| YTD | +4.9% | +6.6% | -1.7% | +0.2% |
| 1Y | +36.1% | +28.6% | +7.5% | +21.3% |
| 3Y | +416.5% | +14.0% | +402.4% | +356.9% |
| 5Y | +254.8% | +19.2% | +235.6% | +197.1% |
| 10Y | +391.7% | +78.1% | +313.6% | +233.7% |
| All | +8,398.6% | +908.8% | +7,489.9% | +2,386.5% |
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