+31.5%
DLTR vs TSN
-18.6%
+50.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -9.4% | +1.4% | -10.8% | -9.8% |
| 30D | -7.3% | -6.2% | -1.2% | -5.8% |
| 3M | +7.6% | -5.7% | +13.2% | +9.2% |
| 6M | +1.6% | -11.4% | +12.9% | +3.7% |
| YTD | -3.5% | -8.2% | +4.6% | -2.9% |
| 1Y | +20.0% | -2.0% | +22.1% | +17.9% |
| 3Y | +2.3% | +11.9% | -9.6% | -6.6% |
| 5Y | +31.5% | -17.8% | +49.3% | +9.1% |
| All | +31.5% | -18.6% | +50.2% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling