+2.1%
DLTR vs TLN
+483.9%
-481.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -4.4% |
| 7D | -10.2% | +5.8% | -16.1% | -10.6% |
| 30D | -8.5% | -6.9% | -1.6% | -8.1% |
| 3M | +5.6% | -10.9% | +16.5% | +5.9% |
| 6M | +2.2% | -4.6% | +6.8% | +1.8% |
| YTD | -3.8% | -14.7% | +11.0% | -3.6% |
| 1Y | +22.9% | -17.9% | +40.9% | +23.3% |
| All | +2.1% | +483.9% | -481.8% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling