-29.8%
DHR vs TSN
-18.6%
-11.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.4% |
| 7D | -5.0% | +1.4% | -6.3% | -5.3% |
| 30D | -3.3% | -6.2% | +2.8% | -2.0% |
| 3M | +9.4% | -5.7% | +15.1% | +10.7% |
| 6M | +3.2% | -11.4% | +14.5% | +5.2% |
| YTD | -12.0% | -8.2% | -3.9% | -11.1% |
| 1Y | +4.9% | -2.0% | +6.9% | +4.0% |
| 3Y | -7.4% | +11.9% | -19.2% | -11.8% |
| 5Y | -29.8% | -17.8% | -12.0% | -23.2% |
| All | -29.8% | -18.6% | -11.1% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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