+777.1%
DHI vs TCOM
+2,557.8%
-1,780.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -3.4% | -4.9% | +1.5% | -2.4% |
| 30D | -5.4% | -14.4% | +9.0% | -2.2% |
| 3M | -10.4% | -17.7% | +7.2% | -7.1% |
| 6M | -2.8% | -25.1% | +22.3% | +2.9% |
| YTD | -3.4% | -45.7% | +42.3% | +8.9% |
| 1Y | -22.9% | -47.9% | +24.9% | -12.5% |
| 3Y | +20.7% | +8.9% | +11.7% | +11.0% |
| 5Y | +62.1% | +26.9% | +35.3% | +33.7% |
| 10Y | +410.4% | -11.2% | +421.6% | +322.7% |
| All | +777.1% | +2,557.8% | -1,780.7% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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