-28.0%
DHR vs TXG
-62.8%
+34.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.8% |
| 6M | +3.0% | +235.2% | -232.2% | -19.7% |
| YTD | -12.2% | +320.5% | -332.7% | -34.9% |
| 1Y | +3.3% | +425.2% | -421.9% | -27.8% |
| 3Y | -8.2% | +42.9% | -51.1% | -24.1% |
| All | -28.0% | -62.8% | +34.8% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling