+1,263.5%
DLTR vs TDY
+7,056.0%
-5,792.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | -10.1% | -1.1% | -9.0% | -9.9% |
| 30D | -8.1% | -12.0% | +3.9% | -5.6% |
| 3M | +2.9% | -3.2% | +6.1% | +3.4% |
| 6M | +4.3% | -7.9% | +12.2% | +5.9% |
| YTD | -3.9% | +18.2% | -22.2% | -7.6% |
| 1Y | +18.9% | +6.7% | +12.2% | +16.8% |
| 3Y | +1.9% | +47.5% | -45.6% | -7.2% |
| 5Y | +31.0% | +39.5% | -8.5% | +19.9% |
| 10Y | +44.8% | +477.2% | -432.4% | -0.5% |
| All | +1,263.5% | +7,056.0% | -5,792.5% | +547.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling