-4.5%
TT vs DHI
+9.6%
-14.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.1% | -9.8% | -3.3% |
| 7D | -8.5% | +9.8% | -18.3% | -10.4% |
| 30D | -12.8% | +17.8% | -30.6% | -16.4% |
| 3M | -12.9% | +4.7% | -17.6% | -13.7% |
| 6M | -15.2% | +10.0% | -25.3% | -17.5% |
| YTD | +6.2% | +10.0% | -3.8% | +2.1% |
| 1Y | -4.5% | +9.1% | -13.7% | -8.7% |
| All | -4.5% | +9.6% | -14.2% | -8.7% |
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