+5.6%
DLTR vs TXG
+27.0%
-21.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -0.7% |
| 7D | -10.1% | +9.5% | -19.6% | -10.8% |
| 30D | -8.1% | +18.8% | -26.9% | -9.7% |
| 3M | +2.9% | +136.1% | -133.3% | -5.7% |
| 6M | +4.3% | +235.2% | -230.9% | -7.7% |
| YTD | -3.9% | +320.5% | -324.5% | -17.1% |
| 1Y | +18.9% | +425.2% | -406.3% | -0.3% |
| 3Y | +1.9% | +42.9% | -41.0% | -7.0% |
| 5Y | +31.0% | -62.8% | +93.8% | +22.6% |
| All | +5.6% | +27.0% | -21.5% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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