+25.1%
DHI vs TLN
+571.8%
-546.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -2.3% |
| 7D | -6.1% | +2.0% | -8.1% | -6.2% |
| 30D | -10.1% | -12.9% | +2.9% | -9.4% |
| 3M | -7.3% | -7.4% | +0.1% | -7.1% |
| 6M | -6.1% | -6.0% | -0.1% | -6.1% |
| YTD | -5.0% | -16.9% | +11.8% | -4.6% |
| 1Y | -22.1% | -22.6% | +0.5% | -21.7% |
| 3Y | +19.2% | +469.0% | -449.8% | -6.9% |
| All | +25.1% | +571.8% | -546.7% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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