+34.7%
TXN vs DLTR
+3.4%
+31.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +1.0% |
| 7D | +2.7% | -10.2% | +12.9% | +2.5% |
| 30D | -6.7% | -8.5% | +1.8% | -6.8% |
| 3M | -8.9% | +5.6% | -14.5% | -10.0% |
| 6M | +34.7% | +2.2% | +32.5% | +40.6% |
| All | +34.7% | +3.4% | +31.3% | +40.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling