+404.6%
DHI vs TNA
+86.1%
+318.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | -3.4% | -7.3% | +3.9% | -1.2% |
| 30D | -5.4% | -14.2% | +8.7% | -1.1% |
| 3M | -10.4% | -4.6% | -5.9% | -9.5% |
| 6M | -2.8% | +36.9% | -39.7% | -12.6% |
| YTD | -3.4% | +42.5% | -46.0% | -15.1% |
| 1Y | -22.9% | +45.8% | -68.7% | -33.5% |
| 3Y | +20.7% | +104.7% | -84.0% | -15.7% |
| 5Y | +62.1% | -21.7% | +83.8% | +36.9% |
| All | +404.6% | +86.1% | +318.5% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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