+66.2%
TSM vs DHR
+4.1%
+62.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.6% |
| 7D | +2.6% | -5.0% | +7.6% | +2.8% |
| 30D | +1.4% | -3.3% | +4.7% | +1.6% |
| 3M | +5.0% | +9.4% | -4.5% | +2.9% |
| 6M | +24.0% | +3.2% | +20.8% | +23.4% |
| YTD | +41.6% | -12.0% | +53.6% | +45.2% |
| 1Y | +66.2% | +4.9% | +61.3% | +64.4% |
| All | +66.2% | +4.1% | +62.1% | +64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling