+154.7%
PHM vs TCOM
+21.5%
+133.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -2.0% |
| 7D | -6.4% | -6.5% | +0.2% | -5.5% |
| 30D | -12.1% | -16.2% | +4.1% | -10.1% |
| 3M | -1.5% | -19.3% | +17.8% | +0.9% |
| 6M | -6.0% | -27.2% | +21.2% | -2.4% |
| YTD | -0.3% | -46.2% | +45.9% | +7.3% |
| 1Y | -13.3% | -46.6% | +33.3% | -6.7% |
| 3Y | +47.6% | +8.4% | +39.2% | +40.8% |
| 5Y | +154.7% | +25.8% | +128.9% | +122.6% |
| All | +154.7% | +21.5% | +133.2% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling