+14.0%
DLTR vs TYL
+2.6%
+11.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.7% | -4.6% |
| 7D | -2.0% | +6.7% | -8.7% | -2.9% |
| 30D | +12.8% | +26.5% | -13.8% | +9.4% |
| 3M | +1.1% | +37.3% | -36.2% | -2.8% |
| 6M | +35.9% | +31.2% | +4.7% | +30.8% |
| YTD | +6.6% | -7.4% | +14.0% | +6.8% |
| 1Y | +28.6% | -9.6% | +38.2% | +29.2% |
| 3Y | +14.0% | +1.9% | +12.1% | +14.4% |
| All | +14.0% | +2.6% | +11.5% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling