+670.1%
TEL vs PHM
+476.1%
+194.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.8% | -0.6% |
| 7D | -1.4% | -2.5% | +1.0% | -0.7% |
| 30D | -4.9% | -9.7% | +4.8% | -1.8% |
| 3M | +0.1% | +2.2% | -2.1% | -1.0% |
| 6M | +0.4% | -5.7% | +6.0% | +1.8% |
| YTD | -8.9% | +2.8% | -11.8% | -10.3% |
| 1Y | -0.3% | -14.4% | +14.1% | +3.6% |
| 3Y | +67.6% | +52.2% | +15.4% | +41.7% |
| 5Y | +50.7% | +154.3% | -103.6% | +6.3% |
| 10Y | +288.6% | +545.9% | -257.2% | +98.6% |
| All | +670.1% | +476.1% | +194.0% | +192.4% |
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