+43.4%
DLTR vs TSN
-4.9%
+48.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -10.1% | +3.0% | -13.1% | -10.9% |
| 30D | -8.1% | -4.2% | -3.9% | -7.1% |
| 3M | +2.9% | -3.9% | +6.7% | +3.9% |
| 6M | +4.3% | -9.8% | +14.2% | +6.4% |
| YTD | -3.9% | -7.3% | +3.3% | -3.1% |
| 1Y | +18.9% | -2.2% | +21.1% | +17.8% |
| 3Y | +1.9% | +11.9% | -10.0% | -4.6% |
| 5Y | +31.0% | -16.9% | +47.9% | +34.0% |
| All | +43.4% | -4.9% | +48.4% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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