+2,387.6%
DHR vs TCOM
+2,694.8%
-307.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -3.9% | -9.5% | +5.6% | -2.6% |
| 30D | +4.0% | -10.7% | +14.7% | +5.6% |
| 3M | +11.5% | -14.6% | +26.1% | +13.7% |
| 6M | +1.9% | -19.3% | +21.2% | +4.6% |
| YTD | -8.9% | -42.9% | +34.0% | -2.3% |
| 1Y | +5.1% | -43.8% | +48.9% | +12.9% |
| 3Y | -10.3% | +2.1% | -12.4% | -13.4% |
| 5Y | -27.8% | +31.2% | -59.0% | -35.7% |
| 10Y | +203.6% | -13.9% | +217.6% | +173.1% |
| All | +2,387.6% | +2,694.8% | -307.1% | +1,148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling