+54,893.9%
DHR vs TFC
+2,596.5%
+52,297.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.9% | +2.4% | -6.3% | -4.5% |
| 30D | +4.0% | -1.3% | +5.3% | +4.3% |
| 3M | +11.5% | +6.1% | +5.4% | +9.4% |
| 6M | +1.9% | +7.3% | -5.5% | -0.4% |
| YTD | -8.9% | +8.2% | -17.1% | -11.3% |
| 1Y | +5.1% | +14.4% | -9.3% | +0.6% |
| 3Y | -10.3% | +93.7% | -104.0% | -26.6% |
| 5Y | -27.8% | +16.4% | -44.2% | -33.8% |
| 10Y | +203.6% | +101.6% | +102.1% | +120.7% |
| All | +54,893.9% | +2,596.5% | +52,297.4% | +23,184.2% |
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