+411.0%
TSM vs DHR
-7.4%
+418.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +2.7% |
| 7D | +6.0% | -0.8% | +6.9% | +6.3% |
| 30D | +4.5% | +0.2% | +4.3% | +4.3% |
| 3M | +3.1% | +12.1% | -9.0% | -2.1% |
| 6M | +30.2% | +5.4% | +24.8% | +26.4% |
| YTD | +45.2% | -10.0% | +55.2% | +50.0% |
| 1Y | +79.6% | +4.1% | +75.5% | +73.3% |
| 3Y | +411.0% | -5.2% | +416.2% | +392.8% |
| All | +411.0% | -7.4% | +418.4% | +392.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling