+404.6%
DHI vs TXT
+107.7%
+296.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +0.6% |
| 7D | -3.4% | +2.5% | -5.9% | -4.5% |
| 30D | -5.4% | -8.9% | +3.4% | -1.4% |
| 3M | -10.4% | -13.6% | +3.1% | -4.7% |
| 6M | -2.8% | -13.1% | +10.3% | +3.3% |
| YTD | -3.4% | -7.0% | +3.6% | -0.9% |
| 1Y | -22.9% | -1.4% | -21.5% | -23.1% |
| 3Y | +20.7% | +7.0% | +13.7% | +14.2% |
| 5Y | +62.1% | +15.4% | +46.7% | +46.4% |
| All | +404.6% | +107.7% | +296.8% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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