+1,427.2%
DHI vs TMF
-72.0%
+1,499.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +0.7% |
| 7D | -4.1% | -9.3% | +5.2% | -4.2% |
| 30D | +9.3% | +1.9% | +7.3% | +9.3% |
| 3M | -2.6% | -11.2% | +8.7% | -2.8% |
| 6M | +4.1% | -17.7% | +21.8% | +3.6% |
| YTD | +2.3% | -24.5% | +26.8% | +1.6% |
| 1Y | +2.7% | -29.4% | +32.2% | +1.9% |
| 3Y | +23.2% | -33.4% | +56.6% | +22.4% |
| 5Y | +57.3% | -88.7% | +146.0% | +29.9% |
| 10Y | +497.8% | -82.5% | +580.2% | +466.3% |
| All | +1,427.2% | -72.0% | +1,499.3% | +1,801.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling