+12.1%
DLTR vs TW
+211.2%
-199.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.5% |
| 7D | -10.2% | -0.5% | -9.7% | -10.1% |
| 30D | -8.5% | -0.6% | -7.9% | -8.4% |
| 3M | +5.6% | +3.4% | +2.2% | +4.2% |
| 6M | +2.2% | -18.4% | +20.6% | +6.7% |
| YTD | -3.8% | -3.9% | +0.2% | -3.9% |
| 1Y | +22.9% | -13.3% | +36.3% | +26.0% |
| 3Y | +2.0% | +20.8% | -18.8% | -7.8% |
| 5Y | +29.8% | +20.3% | +9.5% | +14.9% |
| All | +12.1% | +211.2% | -199.2% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling