+11,144.7%
DLTR vs TYL
+11,549.0%
-404.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.8% |
| 7D | +2.5% | -3.7% | +6.1% | +2.9% |
| 30D | +2.1% | +18.7% | -16.7% | 0.0% |
| 3M | +20.3% | +18.1% | +2.1% | +17.8% |
| 6M | +11.5% | -1.1% | +12.6% | +11.3% |
| YTD | +6.8% | -19.8% | +26.6% | +8.7% |
| 1Y | +31.1% | -34.3% | +65.4% | +36.4% |
| 3Y | +10.7% | -8.2% | +18.9% | +10.1% |
| 5Y | +41.6% | -25.4% | +67.0% | +43.0% |
| 10Y | +58.1% | +115.6% | -57.5% | +41.6% |
| All | +11,144.7% | +11,549.0% | -404.2% | +6,607.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling