+203.8%
DHR vs TTMI
+1,127.6%
-923.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.5% | -0.6% |
| 7D | -3.6% | +0.7% | -4.3% | -3.7% |
| 30D | -2.7% | -8.4% | +5.7% | -1.9% |
| 3M | +10.9% | -32.5% | +43.4% | +15.3% |
| 6M | +3.0% | +32.5% | -29.4% | -5.8% |
| YTD | -12.2% | +83.2% | -95.5% | -25.3% |
| 1Y | +3.3% | +161.7% | -158.4% | -19.1% |
| 3Y | -8.2% | +890.1% | -898.3% | -46.6% |
| 5Y | -29.9% | +832.4% | -862.3% | -59.5% |
| All | +203.8% | +1,127.6% | -923.8% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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