+8,221.1%
TXN vs DLTR
+10,476.7%
-2,255.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +2.1% |
| 7D | +2.7% | -10.2% | +12.9% | +5.2% |
| 30D | -6.7% | -8.5% | +1.8% | -5.0% |
| 3M | -8.9% | +5.6% | -14.5% | -10.6% |
| 6M | +34.7% | +2.2% | +32.5% | +31.9% |
| YTD | +53.3% | -3.8% | +57.1% | +51.9% |
| 1Y | +45.0% | +22.9% | +22.1% | +34.9% |
| 3Y | +73.1% | +2.0% | +71.1% | +62.2% |
| 5Y | +59.9% | +29.8% | +30.1% | +36.2% |
| 10Y | +415.7% | +45.0% | +370.6% | +307.8% |
| All | +8,221.1% | +10,476.7% | -2,255.6% | +2,245.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling