+65.2%
TD vs PHM
-6.9%
+72.1%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +0.3% | -3.2% | +3.5% | +0.7% |
| 30D | +0.4% | -6.4% | +6.8% | +1.3% |
| 3M | +7.6% | +5.5% | +2.1% | +6.4% |
| 6M | +25.0% | -5.4% | +30.4% | +24.2% |
| YTD | +31.0% | +6.6% | +24.4% | +28.5% |
| 1Y | +65.2% | -8.8% | +74.0% | +63.4% |
| All | +65.2% | -6.9% | +72.1% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling