+2,047.6%
DHR vs TMF
-70.3%
+2,117.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +0.1% |
| 7D | +2.6% | -1.1% | +3.7% | +2.5% |
| 30D | +7.4% | +11.8% | -4.4% | +8.3% |
| 3M | +13.0% | -4.0% | +17.0% | +12.7% |
| 6M | +38.5% | -16.5% | +55.0% | +36.7% |
| YTD | +3.8% | -19.9% | +23.7% | +2.2% |
| 1Y | +12.6% | -25.6% | +38.2% | +10.3% |
| 3Y | +22.0% | -29.9% | +51.9% | +20.2% |
| 5Y | -9.5% | -88.2% | +78.7% | -26.4% |
| 10Y | +249.4% | -81.7% | +331.1% | +226.4% |
| All | +2,047.6% | -70.3% | +2,117.9% | +2,499.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling