+41.6%
TXN vs DLTR
+29.2%
+12.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | -0.1% | +2.5% | -2.5% | -0.2% |
| 30D | -6.9% | +2.1% | -9.0% | -7.1% |
| 3M | -14.9% | +20.3% | -35.2% | -17.0% |
| 6M | +29.0% | +11.5% | +17.5% | +28.9% |
| YTD | +51.5% | +6.8% | +44.6% | +51.9% |
| 1Y | +41.6% | +31.1% | +10.5% | +31.6% |
| All | +41.6% | +29.2% | +12.3% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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