-48.5%
TE vs PHM
+224.2%
-272.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.5% | +13.5% | +11.0% |
| 7D | +18.2% | -2.5% | +20.7% | +18.9% |
| 30D | -13.5% | -9.7% | -3.9% | -11.1% |
| 3M | -44.6% | +2.2% | -46.8% | -45.4% |
| 6M | -24.7% | -5.7% | -19.0% | -24.2% |
| YTD | -24.3% | +2.8% | -27.1% | -26.1% |
| 1Y | +155.6% | -14.4% | +170.0% | +161.3% |
| 3Y | -18.3% | +52.2% | -70.5% | -27.7% |
| 5Y | -41.3% | +154.3% | -195.6% | -53.9% |
| All | -48.5% | +224.2% | -272.7% | -60.0% |
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