+294.4%
TD vs PHM
+670.5%
-376.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.1% | -4.1% | +5.2% | +2.2% |
| 30D | +5.2% | +16.1% | -10.9% | +1.1% |
| 3M | +1.2% | -2.5% | +3.7% | +1.5% |
| 6M | +17.7% | +12.9% | +4.8% | +13.3% |
| YTD | +34.2% | +9.0% | +25.2% | +29.6% |
| 1Y | +55.4% | +8.2% | +47.3% | +50.1% |
| 3Y | +130.4% | +58.4% | +72.0% | +94.2% |
| 5Y | +101.8% | +159.2% | -57.4% | +42.7% |
| All | +294.4% | +670.5% | -376.1% | +99.1% |
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