+203.8%
DHR vs TD
+306.3%
-102.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -3.6% | -0.5% | -3.1% | -3.4% |
| 30D | -2.7% | -1.9% | -0.8% | -2.1% |
| 3M | +10.9% | +4.8% | +6.2% | +8.4% |
| 6M | +3.0% | +28.0% | -24.9% | -7.8% |
| YTD | -12.2% | +30.3% | -42.5% | -22.1% |
| 1Y | +3.3% | +59.8% | -56.5% | -16.0% |
| 3Y | -8.2% | +124.7% | -132.9% | -36.1% |
| 5Y | -29.9% | +127.0% | -156.9% | -51.6% |
| All | +203.8% | +306.3% | -102.5% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling