-18.5%
DHR vs TEM
+53.2%
-71.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.7% | +4.5% | +0.3% |
| 7D | -2.4% | -1.1% | -1.3% | -2.3% |
| 30D | -2.2% | +11.3% | -13.5% | -3.5% |
| 3M | +9.0% | +25.5% | -16.6% | +6.0% |
| 6M | +3.5% | +17.1% | -13.6% | +0.8% |
| YTD | -10.1% | +3.8% | -13.9% | -11.8% |
| 1Y | +6.2% | -24.4% | +30.5% | +6.3% |
| All | -18.5% | +53.2% | -71.7% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 3y: compounded portfolio wealth divided by compounded TEM 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…
3y analysis · Full analysis span regression · 6 months rolling