+12,926.4%
TDG vs DHI
+450.8%
+12,475.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.7% |
| 7D | -1.9% | -3.4% | +1.5% | -0.9% |
| 30D | -7.7% | -5.4% | -2.3% | -6.3% |
| 3M | -9.3% | -10.4% | +1.1% | -6.7% |
| 6M | -9.4% | -2.8% | -6.6% | -9.1% |
| YTD | -14.3% | -3.4% | -10.8% | -14.3% |
| 1Y | -11.8% | -22.9% | +11.1% | -6.5% |
| 3Y | +52.0% | +20.7% | +31.3% | +36.2% |
| 5Y | +128.8% | +62.1% | +66.7% | +84.3% |
| 10Y | +543.8% | +410.4% | +133.4% | +271.4% |
| All | +12,926.4% | +450.8% | +12,475.6% | +5,093.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling