+32.4%
DLTR vs TDY
+39.0%
-6.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | -10.1% | -1.1% | -9.0% | -9.8% |
| 30D | -8.1% | -12.0% | +3.9% | -4.6% |
| 3M | +2.9% | -3.2% | +6.1% | +3.5% |
| 6M | +4.3% | -7.9% | +12.2% | +6.5% |
| YTD | -3.9% | +18.2% | -22.2% | -9.4% |
| 1Y | +18.9% | +6.7% | +12.2% | +15.4% |
| 3Y | +1.9% | +47.5% | -45.6% | -11.5% |
| All | +32.4% | +39.0% | -6.6% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling