+44.0%
DLTR vs TW
+20.8%
+23.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.0% | +8.6% | +9.6% |
| 7D | +15.6% | +6.0% | +9.6% | +15.2% |
| 30D | +29.9% | +18.6% | +11.3% | +28.7% |
| 3M | +12.5% | +26.5% | -14.1% | +11.3% |
| 6M | +56.3% | +13.1% | +43.2% | +55.4% |
| YTD | +19.5% | +18.5% | +1.0% | +20.1% |
| 1Y | +44.0% | +21.7% | +22.3% | +42.7% |
| All | +44.0% | +20.8% | +23.3% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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