+446.8%
TTMI vs DHI
+3,909.2%
-3,462.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.6% | +2.7% |
| 7D | +0.7% | -3.4% | +4.1% | +1.9% |
| 30D | -8.4% | -5.4% | -3.0% | -6.8% |
| 3M | -32.5% | -10.4% | -22.0% | -30.4% |
| 6M | +32.5% | -2.8% | +35.3% | +32.5% |
| YTD | +83.2% | -3.4% | +86.7% | +82.7% |
| 1Y | +161.7% | -22.9% | +184.6% | +181.7% |
| 3Y | +890.1% | +20.7% | +869.4% | +766.4% |
| 5Y | +832.4% | +62.1% | +770.3% | +608.4% |
| 10Y | +1,115.8% | +410.4% | +705.3% | +446.0% |
| All | +446.8% | +3,909.2% | -3,462.4% | -45.2% |
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