+179.7%
PHM vs TSLQ
-97.2%
+276.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.5% |
| 7D | -5.0% | -6.6% | +1.6% | -5.4% |
| 30D | -8.4% | -24.3% | +15.9% | -10.0% |
| 3M | -4.4% | -3.6% | -0.8% | -3.6% |
| 6M | -3.7% | -12.0% | +8.2% | -2.8% |
| YTD | +1.3% | +1.4% | -0.1% | +3.7% |
| 1Y | -14.0% | -43.6% | +29.5% | -15.0% |
| 3Y | +48.1% | -95.4% | +143.5% | +34.4% |
| All | +179.7% | -97.2% | +276.9% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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