+12,596.5%
DHI vs TXT
+1,311.7%
+11,284.8%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | -2.3% | +0.8% | -3.2% | -2.7% |
| 30D | -5.3% | -10.4% | +5.2% | -0.5% |
| 3M | -7.8% | -14.3% | +6.6% | -1.4% |
| 6M | -5.4% | -15.1% | +9.7% | +1.5% |
| YTD | -2.7% | -8.3% | +5.6% | +0.5% |
| 1Y | -21.0% | -0.7% | -20.3% | -21.4% |
| 3Y | +22.2% | +6.0% | +16.2% | +16.1% |
| 5Y | +62.2% | +12.5% | +49.7% | +48.4% |
| 10Y | +414.3% | +103.2% | +311.1% | +225.8% |
| All | +12,596.5% | +1,311.7% | +11,284.8% | +4,371.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling