-14.0%
PHM vs TCOM
-46.9%
+32.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -5.0% | -4.9% | -0.1% | -4.7% |
| 30D | -8.4% | -14.4% | +6.0% | -7.6% |
| 3M | -4.4% | -17.7% | +13.2% | -3.2% |
| 6M | -3.7% | -25.1% | +21.4% | -1.5% |
| YTD | +1.3% | -45.7% | +47.0% | +6.0% |
| 1Y | -14.0% | -47.9% | +33.8% | -10.3% |
| All | -14.0% | -46.9% | +32.9% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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