-8.0%
DHR vs TXG
+39.1%
-47.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.8% | -1.9% |
| 7D | -5.0% | +5.0% | -10.0% | -5.8% |
| 30D | -3.3% | +13.5% | -16.8% | -5.6% |
| 3M | +9.4% | +128.0% | -118.6% | -6.9% |
| 6M | +3.2% | +224.4% | -221.3% | -18.5% |
| YTD | -12.0% | +307.0% | -319.0% | -33.8% |
| 1Y | +4.9% | +427.2% | -422.4% | -26.2% |
| All | -8.0% | +39.1% | -47.2% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling