+404.6%
DHI vs TYL
+101.5%
+303.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.6% |
| 7D | -3.4% | -7.5% | +4.1% | -0.5% |
| 30D | -5.4% | +6.0% | -11.4% | -7.7% |
| 3M | -10.4% | +13.9% | -24.4% | -15.5% |
| 6M | -2.8% | -3.3% | +0.6% | -3.2% |
| YTD | -3.4% | -25.8% | +22.4% | +5.8% |
| 1Y | -22.9% | -39.2% | +16.3% | -8.0% |
| 3Y | +20.7% | -13.2% | +33.8% | +19.5% |
| 5Y | +62.1% | -28.6% | +90.8% | +70.4% |
| All | +404.6% | +101.5% | +303.1% | +270.9% |
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