+3,434.1%
DHI vs TNA
+924.1%
+2,510.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | -3.4% | -7.3% | +3.9% | -0.9% |
| 30D | -5.4% | -14.2% | +8.7% | -0.4% |
| 3M | -10.4% | -4.6% | -5.9% | -9.3% |
| 6M | -2.8% | +36.9% | -39.7% | -14.3% |
| YTD | -3.4% | +42.5% | -46.0% | -17.0% |
| 1Y | -22.9% | +45.8% | -68.7% | -35.3% |
| 3Y | +20.7% | +104.7% | -84.0% | -21.2% |
| 5Y | +62.1% | -21.7% | +83.8% | +31.2% |
| 10Y | +410.4% | +83.8% | +326.6% | +103.9% |
| All | +3,434.1% | +924.1% | +2,510.1% | +218.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling