+204.4%
DHR vs TFC
+98.5%
+105.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -5.0% | -2.5% | -2.5% | -4.4% |
| 30D | -3.3% | -2.8% | -0.5% | -2.7% |
| 3M | +9.4% | +2.1% | +7.3% | +8.5% |
| 6M | +3.2% | +10.1% | -7.0% | +0.3% |
| YTD | -12.0% | +5.4% | -17.5% | -13.7% |
| 1Y | +4.9% | +16.3% | -11.4% | +0.2% |
| 3Y | -7.4% | +95.9% | -103.2% | -22.9% |
| 5Y | -29.8% | +16.0% | -45.7% | -35.3% |
| All | +204.4% | +98.5% | +105.9% | +127.7% |
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