+4,142.8%
DHR vs TTMI
+522.4%
+3,620.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.6% |
| 7D | -0.8% | +12.2% | -13.0% | -2.4% |
| 30D | +0.2% | -5.7% | +6.0% | +0.6% |
| 3M | +12.1% | -27.5% | +39.5% | +14.9% |
| 6M | +5.4% | +47.1% | -41.7% | -3.6% |
| YTD | -10.0% | +87.5% | -97.4% | -21.3% |
| 1Y | +4.1% | +175.2% | -171.1% | -14.9% |
| 3Y | -5.2% | +901.9% | -907.1% | -37.2% |
| 5Y | -28.2% | +843.5% | -871.7% | -52.7% |
| 10Y | +208.4% | +1,077.0% | -868.6% | +88.7% |
| All | +4,142.8% | +522.4% | +3,620.4% | +2,019.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling