+49.0%
PHM vs TSLQ
-95.6%
+144.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -3.9% | -8.0% | +4.1% | -4.3% |
| 30D | -8.6% | -23.8% | +15.2% | -9.8% |
| 3M | -2.9% | -7.0% | +4.1% | -2.4% |
| 6M | -5.7% | -17.1% | +11.4% | -5.3% |
| YTD | +1.9% | +0.1% | +1.8% | +3.8% |
| 1Y | -12.3% | -51.2% | +38.9% | -14.0% |
| All | +49.0% | -95.6% | +144.6% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling