+404.6%
DHI vs TMF
-86.4%
+491.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.4% | -5.1% | +1.7% | -2.7% |
| 30D | -5.4% | -4.6% | -0.8% | -4.8% |
| 3M | -10.4% | -16.6% | +6.1% | -8.3% |
| 6M | -2.8% | -19.9% | +17.1% | +0.1% |
| YTD | -3.4% | -20.2% | +16.7% | -0.5% |
| 1Y | -22.9% | -27.7% | +4.8% | -19.7% |
| 3Y | +20.7% | -43.9% | +64.6% | +26.9% |
| 5Y | +62.1% | -88.4% | +150.5% | +70.3% |
| All | +404.6% | -86.4% | +491.0% | +413.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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