+43.4%
DLTR vs TRGP
+863.3%
-819.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -10.1% | +0.1% | -10.2% | -10.1% |
| 30D | -8.1% | +8.0% | -16.1% | -9.1% |
| 3M | +2.9% | +8.3% | -5.4% | +1.5% |
| 6M | +4.3% | +23.9% | -19.6% | +0.8% |
| YTD | -3.9% | +59.6% | -63.6% | -10.6% |
| 1Y | +18.9% | +79.4% | -60.5% | +8.7% |
| 3Y | +1.9% | +269.4% | -267.5% | -16.4% |
| 5Y | +31.0% | +641.6% | -610.7% | -2.6% |
| All | +43.4% | +863.3% | -819.8% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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