+184.0%
PHM vs TSLQ
-97.3%
+281.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.0% | +4.4% | -4.1% |
| 7D | -2.5% | -8.6% | +6.1% | -3.0% |
| 30D | -9.7% | -24.9% | +15.2% | -11.2% |
| 3M | +2.2% | -1.5% | +3.7% | +3.3% |
| 6M | -5.7% | -18.1% | +12.4% | -5.3% |
| YTD | +2.8% | -0.1% | +2.9% | +5.1% |
| 1Y | -14.4% | -51.4% | +36.9% | -16.4% |
| 3Y | +52.2% | -95.9% | +148.1% | +35.8% |
| All | +184.0% | -97.3% | +281.3% | +161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling