+537.0%
TDG vs PHM
+568.1%
-31.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.5% |
| 7D | -1.9% | -5.0% | +3.1% | +0.2% |
| 30D | -7.7% | -8.4% | +0.7% | -4.4% |
| 3M | -9.3% | -4.4% | -4.9% | -8.1% |
| 6M | -9.4% | -3.7% | -5.6% | -8.6% |
| YTD | -14.3% | +1.3% | -15.5% | -15.9% |
| 1Y | -11.8% | -14.0% | +2.2% | -8.0% |
| 3Y | +52.0% | +48.1% | +3.9% | +17.4% |
| 5Y | +128.8% | +158.8% | -29.9% | +29.3% |
| All | +537.0% | +568.1% | -31.2% | +157.1% |
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