+84.4%
TSM vs DHI
-16.9%
+101.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.1% |
| 7D | +2.7% | -3.1% | +5.9% | +3.3% |
| 30D | +3.6% | -5.5% | +9.1% | +4.6% |
| 3M | -3.4% | -2.2% | -1.2% | -3.2% |
| 6M | +20.6% | -6.0% | +26.6% | +19.6% |
| YTD | +41.9% | 0.0% | +41.9% | +40.3% |
| 1Y | +84.4% | -18.2% | +102.6% | +88.6% |
| All | +84.4% | -16.9% | +101.3% | +88.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling