+890.1%
TTMI vs DHI
+21.1%
+869.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.6% | +2.9% |
| 7D | +0.7% | -3.4% | +4.1% | +1.6% |
| 30D | -8.4% | -5.4% | -3.0% | -7.3% |
| 3M | -32.5% | -10.4% | -22.0% | -30.8% |
| 6M | +32.5% | -2.8% | +35.3% | +31.9% |
| YTD | +83.2% | -3.4% | +86.7% | +81.9% |
| 1Y | +161.7% | -22.9% | +184.6% | +175.6% |
| 3Y | +890.1% | +20.7% | +869.4% | +620.7% |
| All | +890.1% | +21.1% | +869.1% | +620.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling