+249.8%
DHR vs TFC
+79.2%
+170.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | +1.2% | +2.3% | -1.1% | +0.6% |
| 30D | +3.7% | +10.8% | -7.1% | +1.0% |
| 3M | +14.5% | -3.8% | +18.3% | +15.4% |
| 6M | +40.9% | +9.6% | +31.3% | +37.1% |
| YTD | +2.4% | +5.8% | -3.4% | +0.3% |
| 1Y | +6.1% | +16.2% | -10.0% | +1.5% |
| 3Y | +21.0% | +96.0% | -75.0% | +0.9% |
| 5Y | -11.4% | +1.7% | -13.1% | -16.1% |
| All | +249.8% | +79.2% | +170.6% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling