-10.8%
DLTR vs BTSG
+416.6%
-427.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.6% | -4.5% |
| 7D | -10.2% | +2.9% | -13.1% | -10.5% |
| 30D | -8.5% | +0.9% | -9.4% | -8.6% |
| 3M | +5.6% | +1.6% | +3.9% | +4.9% |
| 6M | +2.2% | +46.8% | -44.6% | -2.2% |
| YTD | -3.8% | +65.5% | -69.3% | -9.1% |
| 1Y | +22.9% | +136.2% | -113.3% | +12.8% |
| All | -10.8% | +416.6% | -427.4% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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