+215.7%
DHR vs TT
+906.5%
-690.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -2.4% | +1.4% | -3.8% | -3.0% |
| 30D | -2.2% | -6.7% | +4.5% | +0.4% |
| 3M | +9.0% | -5.4% | +14.4% | +10.7% |
| 6M | +3.5% | +4.4% | -0.9% | +0.4% |
| YTD | -10.1% | +14.9% | -25.1% | -16.7% |
| 1Y | +6.2% | +9.3% | -3.1% | +0.4% |
| 3Y | -5.4% | +121.7% | -127.1% | -35.7% |
| 5Y | -27.9% | +148.2% | -176.0% | -54.6% |
| 10Y | +215.7% | +957.3% | -741.5% | +7.6% |
| All | +215.7% | +906.5% | -690.8% | +7.6% |
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