+43.4%
DLTR vs TXT
+107.7%
-64.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -1.0% |
| 7D | -10.1% | +2.4% | -12.5% | -10.7% |
| 30D | -8.1% | -8.9% | +0.8% | -5.8% |
| 3M | +2.9% | -13.6% | +16.4% | +6.7% |
| 6M | +4.3% | -13.1% | +17.5% | +7.9% |
| YTD | -3.9% | -7.0% | +3.1% | -2.7% |
| 1Y | +18.9% | -1.4% | +20.3% | +18.4% |
| 3Y | +1.9% | +6.9% | -5.0% | -2.0% |
| 5Y | +31.0% | +15.4% | +15.6% | +21.7% |
| All | +43.4% | +107.7% | -64.2% | +6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling