+21.0%
DHR vs TLN
+580.6%
-559.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.1% | +0.5% |
| 7D | +1.2% | +11.0% | -9.8% | +0.9% |
| 30D | +3.7% | +4.9% | -1.2% | +3.5% |
| 3M | +14.5% | +4.9% | +9.6% | +14.2% |
| 6M | +40.9% | +7.1% | +33.8% | +40.1% |
| YTD | +2.4% | +0.3% | +2.1% | +1.8% |
| 1Y | +6.1% | +5.9% | +0.2% | +5.3% |
| 3Y | +21.0% | +578.5% | -557.5% | +10.9% |
| All | +21.0% | +580.6% | -559.6% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling