+198.3%
DHI vs TXG
+27.0%
+171.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.0% |
| 7D | -3.4% | +9.5% | -12.9% | -5.2% |
| 30D | -5.4% | +18.8% | -24.2% | -8.9% |
| 3M | -10.4% | +136.1% | -146.6% | -25.8% |
| 6M | -2.8% | +235.2% | -238.0% | -26.0% |
| YTD | -3.4% | +320.5% | -324.0% | -30.5% |
| 1Y | -22.9% | +425.2% | -448.1% | -48.1% |
| 3Y | +20.7% | +42.9% | -22.2% | +1.1% |
| 5Y | +62.1% | -62.8% | +125.0% | +68.1% |
| All | +198.3% | +27.0% | +171.2% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling