+44.0%
DLTR vs TXT
+9.2%
+34.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.3% | +10.9% | +9.9% |
| 7D | +15.6% | +10.6% | +4.9% | +12.6% |
| 30D | +29.9% | +14.4% | +15.5% | +25.5% |
| 3M | +12.5% | -2.7% | +15.2% | +13.1% |
| 6M | +56.3% | -4.7% | +61.0% | +57.0% |
| YTD | +19.5% | -0.5% | +20.0% | +16.8% |
| 1Y | +44.0% | +8.7% | +35.3% | +23.8% |
| All | +44.0% | +9.2% | +34.8% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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