-29.8%
DHR vs TCOM
+21.5%
-51.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -2.0% |
| 7D | -5.0% | -6.5% | +1.5% | -4.3% |
| 30D | -3.3% | -16.2% | +12.9% | -1.6% |
| 3M | +9.4% | -19.3% | +28.8% | +11.6% |
| 6M | +3.2% | -27.2% | +30.4% | +6.2% |
| YTD | -12.0% | -46.2% | +34.1% | -7.1% |
| 1Y | +4.9% | -46.6% | +51.5% | +10.8% |
| 3Y | -7.4% | +8.4% | -15.7% | -9.3% |
| 5Y | -29.8% | +25.8% | -55.6% | -35.4% |
| All | -29.8% | +21.5% | -51.3% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 5y: compounded portfolio wealth divided by compounded TCOM 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…
5y analysis · Full analysis span regression · 6 months rolling