+43.4%
DLTR vs BTG
+159.3%
-115.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -10.1% | -3.8% | -6.3% | -9.9% |
| 30D | -8.1% | +3.6% | -11.8% | -8.3% |
| 3M | +2.9% | +32.0% | -29.2% | +1.1% |
| 6M | +4.3% | +3.4% | +1.0% | +3.7% |
| YTD | -3.9% | +20.8% | -24.7% | -5.6% |
| 1Y | +18.9% | +22.4% | -3.5% | +16.4% |
| 3Y | +1.9% | +91.7% | -89.8% | -3.1% |
| 5Y | +31.0% | +79.0% | -48.0% | +24.5% |
| All | +43.4% | +159.3% | -115.8% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling