+484.1%
DHI vs TYL
+183.6%
+300.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -4.1% | +0.8% | -4.9% | -4.4% |
| 30D | +9.3% | +21.1% | -11.8% | +1.7% |
| 3M | -2.6% | +28.9% | -31.5% | -11.8% |
| 6M | +4.1% | +42.0% | -37.9% | -10.2% |
| YTD | +2.3% | -6.6% | +8.9% | +2.6% |
| 1Y | +2.7% | -9.1% | +11.8% | +4.3% |
| 3Y | +23.2% | +1.8% | +21.3% | +15.6% |
| 5Y | +57.3% | -22.9% | +80.2% | +61.6% |
| All | +484.1% | +183.6% | +300.5% | +268.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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