+45.9%
TEM vs PHM
+3.9%
+42.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -2.7% |
| 7D | -9.2% | -6.4% | -2.8% | -5.1% |
| 30D | +5.5% | -12.1% | +17.6% | +15.0% |
| 3M | +18.7% | -1.5% | +20.3% | +19.0% |
| 6M | +15.4% | -6.0% | +21.4% | +18.6% |
| YTD | -0.5% | -0.3% | -0.2% | -4.4% |
| 1Y | -24.8% | -13.3% | -11.5% | -19.3% |
| All | +45.9% | +3.9% | +42.1% | +14.6% |
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