+249.8%
DHR vs TT
+725.1%
-475.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.9% |
| 7D | +1.2% | +4.0% | -2.8% | -0.3% |
| 30D | +3.7% | -11.3% | +15.0% | +8.3% |
| 3M | +14.5% | -12.3% | +26.8% | +19.8% |
| 6M | +40.9% | -10.8% | +51.8% | +45.6% |
| YTD | +2.4% | +8.2% | -5.8% | -3.2% |
| 1Y | +6.1% | +1.5% | +4.7% | +3.0% |
| 3Y | +21.0% | +91.5% | -70.5% | -12.6% |
| 5Y | -11.4% | +130.2% | -141.6% | -42.8% |
| All | +249.8% | +725.1% | -475.3% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling