+12,759.1%
TDG vs PHM
+277.5%
+12,481.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.4% |
| 7D | -2.4% | -3.9% | +1.4% | -1.3% |
| 30D | -8.0% | -8.6% | +0.6% | -5.7% |
| 3M | -10.5% | -2.9% | -7.5% | -9.9% |
| 6M | -11.9% | -5.7% | -6.2% | -10.7% |
| YTD | -15.4% | +1.9% | -17.2% | -16.5% |
| 1Y | -14.2% | -12.3% | -1.9% | -12.0% |
| 3Y | +51.0% | +50.8% | +0.3% | +28.4% |
| 5Y | +126.5% | +157.3% | -30.8% | +61.6% |
| 10Y | +535.6% | +566.5% | -31.0% | +245.7% |
| All | +12,759.1% | +277.5% | +12,481.6% | +5,320.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling