+63.2%
DHI vs TXG
-62.8%
+126.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.1% |
| 7D | -3.4% | +9.5% | -12.9% | -5.1% |
| 30D | -5.4% | +18.8% | -24.2% | -8.7% |
| 3M | -10.4% | +136.1% | -146.6% | -25.2% |
| 6M | -2.8% | +235.2% | -238.0% | -25.0% |
| YTD | -3.4% | +320.5% | -324.0% | -29.4% |
| 1Y | -22.9% | +425.2% | -448.1% | -47.2% |
| 3Y | +20.7% | +42.9% | -22.2% | +3.2% |
| All | +63.2% | -62.8% | +126.0% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 5y: compounded portfolio wealth divided by compounded TXG 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…
5y analysis · Full analysis span regression · 6 months rolling