+1,862.9%
TFC vs DHI
+12,596.5%
-10,733.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.3% | -2.3% | +1.0% | -0.6% |
| 30D | -2.3% | -5.3% | +2.9% | -1.0% |
| 3M | +2.5% | -7.8% | +10.2% | +4.4% |
| 6M | +9.5% | -5.4% | +14.8% | +10.5% |
| YTD | +5.1% | -2.7% | +7.7% | +4.9% |
| 1Y | +15.5% | -21.0% | +36.4% | +21.8% |
| 3Y | +95.2% | +22.2% | +73.0% | +77.8% |
| 5Y | +14.5% | +62.2% | -47.7% | -5.9% |
| 10Y | +97.2% | +414.3% | -317.1% | +13.4% |
| All | +1,862.9% | +12,596.5% | -10,733.6% | +485.0% |
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