-18.4%
DHR vs TEM
+60.7%
-79.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -0.8% | +3.2% | -4.1% | -1.1% |
| 30D | +0.2% | +23.5% | -23.3% | -2.0% |
| 3M | +12.1% | +32.3% | -20.3% | +8.5% |
| 6M | +5.4% | +23.0% | -17.6% | +2.2% |
| YTD | -10.0% | +8.9% | -18.8% | -12.0% |
| 1Y | +4.1% | -19.9% | +23.9% | +3.6% |
| All | -18.4% | +60.7% | -79.1% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling