-28.2%
DHR vs TT
+146.0%
-174.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | -0.8% | +1.6% | -2.4% | -1.4% |
| 30D | +0.2% | -7.3% | +7.5% | +3.1% |
| 3M | +12.1% | -2.6% | +14.6% | +12.5% |
| 6M | +5.4% | +5.9% | -0.5% | +1.5% |
| YTD | -10.0% | +15.4% | -25.4% | -17.0% |
| 1Y | +4.1% | +8.2% | -4.2% | -1.5% |
| 3Y | -5.2% | +122.7% | -127.8% | -39.1% |
| 5Y | -28.2% | +145.0% | -173.2% | -59.8% |
| All | -28.2% | +146.0% | -174.2% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling