+208.4%
DHR vs TMF
-86.8%
+295.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.8% | +1.0% | -1.8% | -0.8% |
| 30D | +0.2% | -1.8% | +2.1% | +0.2% |
| 3M | +12.1% | -8.2% | +20.3% | +12.1% |
| 6M | +5.4% | -19.5% | +24.9% | +5.6% |
| YTD | -10.0% | -16.0% | +6.0% | -9.8% |
| 1Y | +4.1% | -22.5% | +26.6% | +4.3% |
| 3Y | -5.2% | -42.3% | +37.1% | -5.4% |
| 5Y | -28.2% | -87.7% | +59.5% | -33.7% |
| 10Y | +208.4% | -86.5% | +294.9% | +210.4% |
| All | +208.4% | -86.8% | +295.2% | +210.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling