-4.9%
DHR vs TSLQ
-97.3%
+92.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -2.4% | -8.0% | +5.6% | -2.8% |
| 30D | -2.2% | -23.8% | +21.6% | -3.3% |
| 3M | +9.0% | -7.0% | +16.0% | +9.3% |
| 6M | +3.5% | -17.1% | +20.6% | +3.7% |
| YTD | -10.1% | +0.1% | -10.2% | -8.5% |
| 1Y | +6.2% | -51.2% | +57.4% | +3.7% |
| 3Y | -5.4% | -95.9% | +90.6% | -13.5% |
| All | -4.9% | -97.3% | +92.4% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling