+21.0%
DHR vs TSEM
+547.1%
-526.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.3% | +0.8% |
| 7D | +1.2% | +7.0% | -5.8% | +0.8% |
| 30D | +3.7% | -29.8% | +33.5% | +5.3% |
| 3M | +14.5% | -41.9% | +56.4% | +17.1% |
| 6M | +40.9% | -45.8% | +86.7% | +43.6% |
| YTD | +2.4% | +25.1% | -22.7% | -7.2% |
| 1Y | +6.1% | +48.2% | -42.1% | -6.4% |
| 3Y | +21.0% | +476.5% | -455.5% | -25.3% |
| All | +21.0% | +547.1% | -526.1% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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