+10.7%
DHR vs TSLQ
-17.8%
+28.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.4% | -4.3% | +2.0% |
| 7D | +0.4% | +9.8% | -9.5% | +0.3% |
| 30D | +6.2% | -6.0% | +12.2% | +6.2% |
| 3M | +20.8% | -35.0% | +55.8% | +21.7% |
| 6M | +35.5% | -24.9% | +60.4% | +35.0% |
| YTD | +3.2% | -12.7% | +15.9% | +2.8% |
| 1Y | +10.7% | -21.0% | +31.7% | +10.8% |
| All | +10.7% | -17.8% | +28.5% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling