-27.9%
DHR vs TFC
+14.8%
-42.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -2.4% | -1.3% | -1.1% | -2.0% |
| 30D | -2.2% | -2.3% | +0.2% | -1.5% |
| 3M | +9.0% | +2.5% | +6.5% | +7.7% |
| 6M | +3.5% | +9.5% | -6.0% | 0.0% |
| YTD | -10.1% | +5.1% | -15.2% | -12.2% |
| 1Y | +6.2% | +15.5% | -9.3% | +0.5% |
| 3Y | -5.4% | +95.2% | -100.5% | -24.7% |
| 5Y | -27.9% | +14.5% | -42.4% | -33.1% |
| All | -27.9% | +14.8% | -42.7% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling