-29.8%
DHR vs TD
+122.4%
-152.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.5% |
| 7D | -5.0% | -2.6% | -2.4% | -3.8% |
| 30D | -3.3% | -1.0% | -2.3% | -3.0% |
| 3M | +9.4% | +5.6% | +3.8% | +6.0% |
| 6M | +3.2% | +27.1% | -23.9% | -9.0% |
| YTD | -12.0% | +29.4% | -41.4% | -23.2% |
| 1Y | +4.9% | +60.7% | -55.8% | -17.9% |
| 3Y | -7.4% | +127.6% | -135.0% | -39.9% |
| 5Y | -29.8% | +125.4% | -155.2% | -50.7% |
| All | -29.8% | +122.4% | -152.2% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling