+68.7%
DHR vs TXG
+21.5%
+47.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -2.0% |
| 7D | -0.8% | +9.4% | -10.2% | -2.5% |
| 30D | +0.2% | +26.1% | -25.9% | -4.2% |
| 3M | +12.1% | +124.8% | -112.8% | -4.9% |
| 6M | +5.4% | +215.2% | -209.8% | -16.8% |
| YTD | -10.0% | +302.2% | -312.2% | -32.6% |
| 1Y | +4.1% | +370.9% | -366.8% | -25.5% |
| 3Y | -5.2% | +38.5% | -43.7% | -20.8% |
| 5Y | -28.2% | -64.4% | +36.1% | -30.3% |
| All | +68.7% | +21.5% | +47.3% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling