-6.0%
DHR vs TSEM
+663.1%
-669.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | -2.4% | +4.7% | -7.1% | -2.7% |
| 30D | -2.2% | -14.2% | +12.1% | -1.5% |
| 3M | +9.0% | -5.0% | +14.0% | +7.9% |
| 6M | +3.5% | +87.6% | -84.1% | -6.7% |
| YTD | -10.1% | +84.4% | -94.6% | -19.6% |
| 1Y | +6.2% | +235.4% | -229.2% | -13.9% |
| All | -6.0% | +663.1% | -669.2% | -37.5% |
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