+11,144.7%
DLTR vs TXT
+744.5%
+10,400.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +2.5% | -4.8% | +7.2% | +3.7% |
| 30D | +2.1% | -10.6% | +12.7% | +4.8% |
| 3M | +20.3% | -13.2% | +33.4% | +24.0% |
| 6M | +11.5% | -20.3% | +31.9% | +17.3% |
| YTD | +6.8% | -9.3% | +16.1% | +8.7% |
| 1Y | +31.1% | -2.7% | +33.8% | +31.1% |
| 3Y | +10.7% | +1.4% | +9.3% | +8.6% |
| 5Y | +41.6% | +9.6% | +32.0% | +34.9% |
| 10Y | +58.1% | +94.9% | -36.8% | +24.0% |
| All | +11,144.7% | +744.5% | +10,400.2% | +4,804.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling