+13,246.8%
DHI vs TYL
+8,598.7%
+4,648.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -4.1% | +0.8% | -4.9% | -4.2% |
| 30D | +9.3% | +21.1% | -11.8% | +6.3% |
| 3M | -2.6% | +28.9% | -31.5% | -6.2% |
| 6M | +4.1% | +42.0% | -37.9% | -1.5% |
| YTD | +2.3% | -6.6% | +8.9% | +2.1% |
| 1Y | +2.7% | -9.1% | +11.8% | +3.0% |
| 3Y | +23.2% | +1.8% | +21.3% | +20.9% |
| 5Y | +57.3% | -22.9% | +80.2% | +59.9% |
| 10Y | +497.8% | +182.3% | +315.5% | +412.0% |
| All | +13,246.8% | +8,598.7% | +4,648.1% | +7,436.6% |
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