-29.8%
DHR vs TSEM
+610.6%
-640.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -1.8% |
| 7D | -5.0% | +0.9% | -5.9% | -5.1% |
| 30D | -3.3% | -16.6% | +13.3% | -2.3% |
| 3M | +9.4% | -10.9% | +20.3% | +8.9% |
| 6M | +3.2% | +78.0% | -74.9% | -6.5% |
| YTD | -12.0% | +77.2% | -89.2% | -20.8% |
| 1Y | +4.9% | +207.6% | -202.7% | -12.9% |
| 3Y | -7.4% | +637.8% | -645.2% | -33.8% |
| 5Y | -29.8% | +617.0% | -646.7% | -49.0% |
| All | -29.8% | +610.6% | -640.4% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling