+12,945.6%
DHI vs TYL
+7,367.3%
+5,578.4%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.6% |
| 7D | -3.1% | -3.7% | +0.5% | -2.6% |
| 30D | -5.5% | +18.7% | -24.2% | -7.9% |
| 3M | -2.2% | +18.1% | -20.3% | -4.8% |
| 6M | -6.0% | -1.1% | -4.8% | -6.4% |
| YTD | 0.0% | -19.8% | +19.8% | +2.1% |
| 1Y | -18.2% | -34.3% | +16.1% | -14.0% |
| 3Y | +22.5% | -8.2% | +30.8% | +22.2% |
| 5Y | +58.4% | -25.4% | +83.8% | +62.0% |
| 10Y | +405.2% | +115.6% | +289.6% | +348.9% |
| All | +12,945.6% | +7,367.3% | +5,578.4% | +7,435.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling