+62,326.8%
DHR vs TFC
+2,523.9%
+59,802.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.2% | -1.2% | +1.4% | +0.5% |
| 30D | +6.4% | +7.8% | -1.4% | +4.2% |
| 3M | +13.6% | -3.0% | +16.6% | +14.4% |
| 6M | +41.9% | +5.8% | +36.0% | +39.1% |
| YTD | +3.4% | +5.3% | -1.9% | +1.3% |
| 1Y | +9.9% | +15.7% | -5.8% | +4.9% |
| 3Y | +21.6% | +94.8% | -73.2% | -0.6% |
| 5Y | -10.6% | 0.0% | -10.6% | -14.6% |
| 10Y | +245.2% | +79.0% | +166.2% | +159.2% |
| All | +62,326.8% | +2,523.9% | +59,802.9% | +26,504.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling