+3.3%
DLTR vs TLN
+710.8%
-707.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -2.1% |
| 7D | +5.3% | +11.0% | -5.7% | +4.8% |
| 30D | +13.4% | +4.9% | +8.5% | +13.0% |
| 3M | +6.6% | +4.9% | +1.7% | +6.0% |
| 6M | +59.1% | +7.1% | +52.0% | +57.2% |
| YTD | +12.3% | +0.3% | +11.9% | +11.1% |
| 1Y | +33.9% | +5.9% | +28.0% | +31.8% |
| 3Y | +23.0% | +578.5% | -555.5% | -2.0% |
| All | +3.3% | +710.8% | -707.5% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling