+5.8%
DLTR vs TXG
+24.6%
-18.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.1% | -4.8% |
| 7D | -10.2% | +9.1% | -19.4% | -11.0% |
| 30D | -8.5% | +14.9% | -23.4% | -9.8% |
| 3M | +5.6% | +120.0% | -114.4% | -2.6% |
| 6M | +2.2% | +221.8% | -219.6% | -9.2% |
| YTD | -3.8% | +312.6% | -316.3% | -16.8% |
| 1Y | +22.9% | +398.4% | -375.5% | +3.5% |
| 3Y | +2.0% | +42.1% | -40.0% | -6.9% |
| 5Y | +29.8% | -63.5% | +93.3% | +21.7% |
| All | +5.8% | +24.6% | -18.8% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling