+547.5%
PHM vs TCOM
+2,658.7%
-2,111.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.2% |
| 7D | -2.5% | -7.6% | +5.1% | -0.8% |
| 30D | -9.7% | -12.2% | +2.6% | -7.1% |
| 3M | +2.2% | -14.2% | +16.4% | +5.2% |
| 6M | -5.7% | -25.0% | +19.3% | -0.1% |
| YTD | +2.8% | -43.7% | +46.5% | +15.3% |
| 1Y | -14.4% | -44.5% | +30.1% | -3.9% |
| 3Y | +52.2% | +13.4% | +38.8% | +39.2% |
| 5Y | +154.3% | +26.5% | +127.8% | +110.4% |
| 10Y | +545.9% | -10.3% | +556.1% | +434.9% |
| All | +547.5% | +2,658.7% | -2,111.1% | +129.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling