-30.0%
DLTR vs TSLQ
-97.2%
+67.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -10.1% | -6.6% | -3.5% | -10.3% |
| 30D | -8.1% | -24.3% | +16.2% | -8.9% |
| 3M | +2.9% | -3.6% | +6.5% | +3.2% |
| 6M | +4.3% | -12.0% | +16.3% | +4.7% |
| YTD | -3.9% | +1.4% | -5.3% | -3.0% |
| 1Y | +18.9% | -43.6% | +62.5% | +18.6% |
| 3Y | +1.9% | -95.4% | +97.3% | -2.3% |
| All | -30.0% | -97.2% | +67.2% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling