+404.6%
DHI vs TD
+306.3%
+98.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | -3.4% | -0.5% | -2.9% | -3.1% |
| 30D | -5.4% | -1.9% | -3.5% | -4.4% |
| 3M | -10.4% | +4.8% | -15.2% | -13.4% |
| 6M | -2.8% | +28.0% | -30.8% | -17.1% |
| YTD | -3.4% | +30.3% | -33.7% | -18.9% |
| 1Y | -22.9% | +59.8% | -82.7% | -43.3% |
| 3Y | +20.7% | +124.7% | -104.0% | -29.9% |
| 5Y | +62.1% | +127.0% | -64.8% | -7.9% |
| All | +404.6% | +306.3% | +98.3% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling