+40.9%
DHR vs TSEM
-42.2%
+83.1%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.3% | +0.2% |
| 7D | +1.2% | +7.0% | -5.8% | +1.4% |
| 30D | +3.7% | -29.8% | +33.5% | +1.9% |
| 3M | +14.5% | -41.9% | +56.4% | +10.9% |
| 6M | +40.9% | -45.8% | +86.7% | +37.9% |
| All | +40.9% | -42.2% | +83.1% | +37.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling