+29.1%
DLTR vs TYL
-8.8%
+37.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.7% |
| 7D | -1.0% | +3.5% | -4.5% | -1.5% |
| 30D | +15.7% | +26.9% | -11.2% | +12.2% |
| 3M | +4.8% | +33.8% | -29.0% | +1.3% |
| 6M | +45.6% | +28.8% | +16.8% | +40.0% |
| YTD | +11.6% | -7.9% | +19.4% | +14.4% |
| All | +29.1% | -8.8% | +37.9% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling