+4.9%
DHR vs TFC
+16.0%
-11.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.8% |
| 3M | +9.4% | +2.1% | +7.3% | +8.1% |
| 6M | +3.2% | +10.1% | -7.0% | -1.0% |
| YTD | -12.0% | +5.4% | -17.5% | -15.2% |
| 1Y | +4.9% | +16.3% | -11.4% | +1.5% |
| All | +4.9% | +16.0% | -11.1% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling