-53.4%
TE vs PHM
+214.3%
-267.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -6.1% |
| 7D | +0.9% | -6.4% | +7.2% | +2.6% |
| 30D | -16.3% | -12.1% | -4.2% | -13.3% |
| 3M | -40.8% | -1.5% | -39.2% | -41.0% |
| 6M | -42.6% | -6.0% | -36.6% | -42.1% |
| YTD | -31.4% | -0.3% | -31.1% | -32.5% |
| 1Y | +144.9% | -13.3% | +158.3% | +149.3% |
| 3Y | -26.0% | +47.6% | -73.6% | -34.0% |
| 5Y | -48.5% | +154.7% | -203.2% | -59.2% |
| All | -53.4% | +214.3% | -267.7% | -63.5% |
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