-1.6%
DLTR vs TLN
+583.6%
-585.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | 0.0% |
| 7D | +2.5% | +7.1% | -4.6% | +2.0% |
| 30D | +2.1% | -3.9% | +6.0% | +2.2% |
| 3M | +20.3% | -16.2% | +36.4% | +21.3% |
| 6M | +11.5% | -5.8% | +17.3% | +11.1% |
| YTD | +6.8% | -15.4% | +22.3% | +7.1% |
| 1Y | +31.1% | -16.7% | +47.8% | +31.4% |
| 3Y | +10.7% | +473.8% | -463.1% | -10.3% |
| All | -1.6% | +583.6% | -585.2% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling