+44.0%
DLTR vs TSLQ
-17.8%
+61.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +6.4% | +3.2% | +9.7% |
| 7D | +15.6% | +9.8% | +5.8% | +15.7% |
| 30D | +29.9% | -6.0% | +35.9% | +29.7% |
| 3M | +12.5% | -35.0% | +47.5% | +11.0% |
| 6M | +56.3% | -24.9% | +81.2% | +55.7% |
| YTD | +19.5% | -12.7% | +32.2% | +20.8% |
| 1Y | +44.0% | -21.0% | +65.0% | +44.7% |
| All | +44.0% | -17.8% | +61.8% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling