+33.2%
DLTR vs TYL
-28.2%
+61.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.5% | -1.2% | -4.7% |
| 7D | -5.8% | -7.6% | +1.8% | -4.3% |
| 30D | -5.2% | +11.3% | -16.6% | -7.3% |
| 3M | +15.2% | +14.5% | +0.7% | +11.8% |
| 6M | +7.1% | -7.1% | +14.3% | +7.9% |
| YTD | +0.8% | -23.4% | +24.2% | +5.6% |
| 1Y | +24.8% | -38.6% | +63.3% | +37.6% |
| 3Y | +6.9% | -11.3% | +18.2% | +5.1% |
| 5Y | +33.2% | -28.0% | +61.2% | +29.7% |
| All | +33.2% | -28.2% | +61.4% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling