+419.8%
TXN vs DHR
+209.4%
+210.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | +4.0% | -3.6% | +7.6% | +5.8% |
| 30D | -2.9% | -2.7% | -0.1% | -1.8% |
| 3M | -9.1% | +10.9% | -20.0% | -15.2% |
| 6M | +36.6% | +3.0% | +33.6% | +31.2% |
| YTD | +57.5% | -12.2% | +69.7% | +63.9% |
| 1Y | +49.5% | +3.3% | +46.2% | +41.1% |
| 3Y | +76.5% | -8.2% | +84.8% | +71.6% |
| 5Y | +62.4% | -29.9% | +92.3% | +81.5% |
| All | +419.8% | +209.4% | +210.4% | +129.4% |
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 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