+586.5%
PHM vs TCOM
+2,868.4%
-2,282.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -4.1% | -1.8% | -2.4% | -3.8% |
| 30D | +16.1% | +12.1% | +4.1% | +13.3% |
| 3M | -2.5% | -3.2% | +0.7% | -1.9% |
| 6M | +12.9% | -16.6% | +29.6% | +16.8% |
| YTD | +9.0% | -39.4% | +48.4% | +20.2% |
| 1Y | +8.2% | -41.5% | +49.7% | +20.2% |
| 3Y | +58.4% | +24.4% | +34.1% | +42.1% |
| 5Y | +159.2% | +41.6% | +117.6% | +109.5% |
| 10Y | +676.9% | +6.5% | +670.3% | +517.7% |
| All | +586.5% | +2,868.4% | -2,282.0% | +139.4% |
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