+9,942.9%
DHR vs TD
+7,806.2%
+2,136.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | -0.8% | +0.9% | -1.7% | -1.2% |
| 30D | +0.2% | -0.7% | +0.9% | +0.4% |
| 3M | +12.1% | +6.3% | +5.8% | +8.9% |
| 6M | +5.4% | +27.9% | -22.5% | -5.2% |
| YTD | -10.0% | +29.8% | -39.8% | -19.6% |
| 1Y | +4.1% | +63.7% | -59.6% | -15.6% |
| 3Y | -5.2% | +128.3% | -133.5% | -33.6% |
| 5Y | -28.2% | +125.5% | -153.7% | -49.8% |
| 10Y | +208.4% | +296.7% | -88.3% | +64.8% |
| All | +9,942.9% | +7,806.2% | +2,136.7% | +2,209.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling