+537.0%
TDG vs DHI
+414.5%
+122.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.5% |
| 7D | -1.9% | -3.4% | +1.5% | -0.6% |
| 30D | -7.7% | -5.4% | -2.3% | -5.8% |
| 3M | -9.3% | -10.4% | +1.1% | -5.8% |
| 6M | -9.4% | -2.8% | -6.6% | -9.1% |
| YTD | -14.3% | -3.4% | -10.8% | -14.6% |
| 1Y | -11.8% | -22.9% | +11.1% | -4.6% |
| 3Y | +52.0% | +20.7% | +31.3% | +26.3% |
| 5Y | +128.8% | +62.1% | +66.7% | +57.7% |
| All | +537.0% | +414.5% | +122.5% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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