+17,693.7%
DHR vs TSEM
+11.3%
+17,682.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.8% | -9.4% | -2.2% |
| 7D | -3.9% | +6.9% | -10.8% | -4.4% |
| 30D | +4.0% | +5.3% | -1.3% | +3.4% |
| 3M | +11.5% | -14.9% | +26.4% | +11.6% |
| 6M | +1.9% | +80.0% | -78.2% | -5.0% |
| YTD | -8.9% | +89.4% | -98.3% | -15.7% |
| 1Y | +5.1% | +253.1% | -248.0% | -8.1% |
| 3Y | -10.3% | +642.1% | -652.4% | -27.1% |
| 5Y | -27.8% | +659.1% | -686.9% | -41.9% |
| 10Y | +203.6% | +1,291.4% | -1,087.7% | +128.7% |
| All | +17,693.7% | +11.3% | +17,682.4% | +12,069.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling