+175.3%
PHM vs TSLQ
-97.2%
+272.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.0% |
| 7D | -6.4% | +5.7% | -12.0% | -5.9% |
| 30D | -12.1% | -21.1% | +9.0% | -13.3% |
| 3M | -1.5% | -11.5% | +10.0% | -1.3% |
| 6M | -6.0% | -14.9% | +8.9% | -5.4% |
| YTD | -0.3% | +2.4% | -2.7% | +2.1% |
| 1Y | -13.3% | -49.8% | +36.4% | -15.1% |
| 3Y | +47.6% | -95.8% | +143.4% | +31.9% |
| All | +175.3% | -97.2% | +272.5% | +153.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling