+1,779.8%
TSM vs DHI
+414.5%
+1,365.2%
-56.5%
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% | +0.7% |
| 7D | +1.0% | -3.4% | +4.4% | +2.0% |
| 30D | +1.0% | -5.4% | +6.4% | +2.5% |
| 3M | +2.9% | -10.4% | +13.3% | +5.8% |
| 6M | +22.8% | -2.8% | +25.6% | +22.9% |
| YTD | +43.3% | -3.4% | +46.7% | +43.1% |
| 1Y | +69.2% | -22.9% | +92.1% | +79.9% |
| 3Y | +404.5% | +20.7% | +383.8% | +343.4% |
| 5Y | +282.2% | +62.1% | +220.1% | +195.9% |
| All | +1,779.8% | +414.5% | +1,365.2% | +920.6% |
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 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