+6,285.9%
DHI vs TKO
+1,400.2%
+4,885.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.6% |
| 7D | -3.4% | +2.3% | -5.7% | -4.0% |
| 30D | -5.4% | -2.5% | -3.0% | -4.9% |
| 3M | -10.4% | -10.6% | +0.2% | -8.1% |
| 6M | -2.8% | -5.1% | +2.3% | -2.0% |
| YTD | -3.4% | -8.2% | +4.8% | -2.0% |
| 1Y | -22.9% | -4.4% | -18.5% | -22.7% |
| 3Y | +20.7% | +100.4% | -79.7% | -2.8% |
| 5Y | +62.1% | +294.3% | -232.2% | +6.8% |
| 10Y | +410.4% | +983.2% | -572.7% | +133.1% |
| All | +6,285.9% | +1,400.2% | +4,885.6% | +1,673.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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