+5,871.6%
TMO vs DHI
+12,501.5%
-6,629.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | -0.6% | -3.4% | +2.8% | 0.0% |
| 30D | +1.1% | -5.4% | +6.6% | +2.2% |
| 3M | +28.3% | -10.4% | +38.8% | +30.8% |
| 6M | +23.3% | -2.8% | +26.0% | +23.4% |
| YTD | +5.5% | -3.4% | +8.9% | +5.5% |
| 1Y | +24.5% | -22.9% | +47.5% | +29.8% |
| 3Y | +19.6% | +20.7% | -1.1% | +12.8% |
| 5Y | +8.1% | +62.1% | -54.0% | -4.7% |
| 10Y | +336.7% | +410.4% | -73.7% | +201.1% |
| All | +5,871.6% | +12,501.5% | -6,629.9% | +2,405.8% |
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