+98.4%
DHI vs TSLQ
-97.2%
+195.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.7% |
| 7D | -3.4% | -6.6% | +3.2% | -3.8% |
| 30D | -5.4% | -24.3% | +18.9% | -6.7% |
| 3M | -10.4% | -3.6% | -6.8% | -9.8% |
| 6M | -2.8% | -12.0% | +9.2% | -2.0% |
| YTD | -3.4% | +1.4% | -4.8% | -1.6% |
| 1Y | -22.9% | -43.6% | +20.6% | -23.5% |
| 3Y | +20.7% | -95.4% | +116.1% | +12.0% |
| All | +98.4% | -97.2% | +195.6% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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