+32.4%
DLTR vs TENB
-9.4%
+41.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.6% | +0.4% |
| 7D | -10.1% | -12.1% | +2.0% | -8.6% |
| 30D | -8.1% | -18.6% | +10.5% | -6.0% |
| 3M | +2.9% | +12.1% | -9.2% | -0.1% |
| 6M | +4.3% | +46.8% | -42.5% | -3.1% |
| YTD | -3.9% | +28.0% | -31.9% | -9.4% |
| 1Y | +18.9% | -1.4% | +20.3% | +16.4% |
| 3Y | +1.9% | -33.9% | +35.9% | +4.2% |
| 5Y | +31.0% | -34.6% | +65.6% | +29.3% |
| All | +32.4% | -9.4% | +41.9% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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