+59.4%
DHI vs TMF
-88.5%
+147.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -1.5% |
| 7D | -6.1% | -4.8% | -1.3% | -4.9% |
| 30D | -10.1% | -4.9% | -5.2% | -8.9% |
| 3M | -7.3% | -13.4% | +6.1% | -3.6% |
| 6M | -6.1% | -23.0% | +16.9% | +0.5% |
| YTD | -5.0% | -20.2% | +15.1% | +0.7% |
| 1Y | -22.1% | -26.5% | +4.4% | -15.8% |
| 3Y | +19.2% | -45.2% | +64.4% | +32.9% |
| 5Y | +59.4% | -88.4% | +147.8% | +102.4% |
| All | +59.4% | -88.5% | +147.9% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling