+64.6%
DHR vs TXG
+27.0%
+37.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.8% |
| 7D | -3.6% | +9.5% | -13.1% | -5.3% |
| 30D | -2.7% | +18.8% | -21.5% | -5.9% |
| 3M | +10.9% | +136.1% | -125.2% | -6.7% |
| 6M | +3.0% | +235.2% | -232.2% | -19.6% |
| YTD | -12.2% | +320.5% | -332.7% | -34.8% |
| 1Y | +3.3% | +425.2% | -421.9% | -27.6% |
| 3Y | -8.2% | +42.9% | -51.1% | -23.7% |
| 5Y | -29.9% | -62.8% | +32.9% | -32.5% |
| All | +64.6% | +27.0% | +37.5% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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