+1,392.8%
DHI vs TMF
-68.9%
+1,461.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -3.1% | -1.4% | -1.7% | -3.2% |
| 30D | -5.5% | -2.8% | -2.6% | -5.5% |
| 3M | -2.2% | -10.9% | +8.7% | -2.5% |
| 6M | -6.0% | -21.3% | +15.4% | -6.6% |
| YTD | 0.0% | -15.9% | +15.9% | -0.5% |
| 1Y | -18.2% | -15.7% | -2.5% | -18.6% |
| 3Y | +22.5% | -43.4% | +65.9% | +19.5% |
| 5Y | +58.4% | -87.8% | +146.1% | +30.8% |
| 10Y | +405.2% | -86.7% | +491.9% | +344.4% |
| All | +1,392.8% | -68.9% | +1,461.6% | +1,762.4% |
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 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