+3,931.0%
DHR vs TDY
+6,969.6%
-3,038.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -5.0% | -1.9% | -3.1% | -4.5% |
| 30D | -3.3% | -12.5% | +9.2% | -0.1% |
| 3M | +9.4% | -0.8% | +10.2% | +9.2% |
| 6M | +3.2% | -9.0% | +12.1% | +5.1% |
| YTD | -12.0% | +16.8% | -28.8% | -16.1% |
| 1Y | +4.9% | +9.5% | -4.6% | +1.6% |
| 3Y | -7.4% | +45.4% | -52.8% | -16.8% |
| 5Y | -29.8% | +37.8% | -67.6% | -36.3% |
| 10Y | +209.1% | +470.2% | -261.1% | +94.2% |
| All | +3,931.0% | +6,969.6% | -3,038.7% | +1,389.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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