+13,840.9%
TSM vs DHI
+4,015.7%
+9,825.2%
-84.6%
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 | +4.8% | -2.3% | +7.1% | +5.5% |
| 30D | +4.0% | -5.3% | +9.3% | +5.5% |
| 3M | +2.0% | -7.8% | +9.7% | +3.9% |
| 6M | +25.5% | -5.4% | +30.9% | +26.6% |
| YTD | +44.0% | -2.7% | +46.7% | +43.6% |
| 1Y | +75.4% | -21.0% | +96.4% | +84.8% |
| 3Y | +406.7% | +22.2% | +384.6% | +352.6% |
| 5Y | +285.0% | +62.2% | +222.8% | +210.0% |
| 10Y | +1,815.4% | +414.3% | +1,401.1% | +934.3% |
| All | +13,840.9% | +4,015.7% | +9,825.2% | +2,410.9% |
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