+1,757.2%
TSM vs DHR
+210.0%
+1,547.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -0.7% |
| 7D | +2.6% | -5.0% | +7.6% | +5.0% |
| 30D | +1.4% | -3.3% | +4.7% | +2.8% |
| 3M | +5.0% | +9.4% | -4.5% | -1.3% |
| 6M | +24.0% | +3.2% | +20.8% | +19.5% |
| YTD | +41.6% | -12.0% | +53.6% | +47.4% |
| 1Y | +66.2% | +4.9% | +61.3% | +57.0% |
| 3Y | +398.2% | -7.4% | +405.6% | +387.5% |
| 5Y | +277.6% | -29.8% | +307.4% | +318.3% |
| All | +1,757.2% | +210.0% | +1,547.1% | +741.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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