+80.3%
DLTR vs TYL
+183.3%
-103.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.0% |
| 7D | +2.4% | -1.6% | +4.0% | +2.9% |
| 30D | +21.5% | +22.1% | -0.6% | +15.4% |
| 3M | +9.8% | +33.4% | -23.5% | +1.9% |
| 6M | +58.6% | +36.8% | +21.8% | +45.3% |
| YTD | +14.8% | -6.7% | +21.5% | +15.2% |
| 1Y | +33.0% | -9.2% | +42.3% | +34.5% |
| 3Y | +23.8% | +1.2% | +22.7% | +18.3% |
| 5Y | +24.9% | -23.0% | +47.9% | +26.1% |
| All | +80.3% | +183.3% | -103.0% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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