-11.9%
DLTR vs TPG
+74.1%
-86.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.7% |
| 7D | -10.1% | -9.4% | -0.7% | -8.5% |
| 30D | -8.1% | -5.3% | -2.9% | -7.3% |
| 3M | +2.9% | +12.9% | -10.1% | +0.3% |
| 6M | +4.3% | +20.1% | -15.7% | +0.3% |
| YTD | -3.9% | -22.5% | +18.6% | +0.2% |
| 1Y | +18.9% | -19.7% | +38.6% | +22.9% |
| 3Y | +1.9% | +81.2% | -79.3% | -11.5% |
| All | -11.9% | +74.1% | -86.0% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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