+303.8%
TD vs PHM
+568.1%
-264.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -0.5% | -5.0% | +4.4% | +0.7% |
| 30D | -1.9% | -8.4% | +6.5% | +0.2% |
| 3M | +4.8% | -4.4% | +9.2% | +5.5% |
| 6M | +28.0% | -3.7% | +31.7% | +28.3% |
| YTD | +30.3% | +1.3% | +29.0% | +28.4% |
| 1Y | +59.8% | -14.0% | +73.8% | +63.8% |
| 3Y | +124.7% | +48.1% | +76.6% | +92.7% |
| 5Y | +127.0% | +158.8% | -31.8% | +60.2% |
| All | +303.8% | +568.1% | -264.3% | +109.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling