+13,171.6%
TSM vs DHR
+8,140.7%
+5,030.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | +4.4% | +0.2% | +4.3% | +4.6% |
| 30D | -7.0% | +6.4% | -13.4% | -9.8% |
| 3M | -1.8% | +13.6% | -15.4% | -8.4% |
| 6M | +2.7% | +41.9% | -39.2% | -16.5% |
| YTD | +37.1% | +3.4% | +33.7% | +31.0% |
| 1Y | +43.5% | +9.9% | +33.6% | +32.6% |
| 3Y | +341.5% | +21.6% | +319.9% | +274.6% |
| 5Y | +278.9% | -10.6% | +289.5% | +268.6% |
| 10Y | +1,641.8% | +245.2% | +1,396.6% | +684.8% |
| All | +13,171.6% | +8,140.7% | +5,030.9% | +498.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling