+101.9%
TD vs PHM
+160.8%
-59.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | 0.0% |
| 7D | +0.6% | -6.1% | +6.7% | +1.8% |
| 30D | +5.0% | +13.7% | -8.8% | +2.2% |
| 3M | +1.1% | -1.5% | +2.6% | +1.2% |
| 6M | +16.5% | +11.3% | +5.2% | +13.3% |
| YTD | +34.3% | +8.9% | +25.4% | +30.6% |
| 1Y | +52.9% | +6.1% | +46.8% | +49.3% |
| 3Y | +132.2% | +57.7% | +74.5% | +100.8% |
| 5Y | +101.9% | +159.0% | -57.1% | +43.1% |
| All | +101.9% | +160.8% | -59.0% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling