+1.9%
DLTR vs TRGP
+260.3%
-258.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -10.1% | +0.1% | -10.2% | -10.1% |
| 30D | -8.1% | +8.0% | -16.1% | -8.8% |
| 3M | +2.9% | +8.3% | -5.4% | +1.8% |
| 6M | +4.3% | +23.9% | -19.6% | +0.9% |
| YTD | -3.9% | +59.6% | -63.6% | -11.3% |
| 1Y | +18.9% | +79.4% | -60.5% | +7.0% |
| 3Y | +1.9% | +269.4% | -267.5% | -22.1% |
| All | +1.9% | +260.3% | -258.4% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling