+77.9%
TEM vs PHM
+13.6%
+64.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.1% | -5.7% | -5.7% |
| 7D | -5.9% | -4.1% | -1.7% | -3.1% |
| 30D | +4.8% | +16.1% | -11.3% | -5.5% |
| 3M | +31.9% | -2.5% | +34.4% | +33.3% |
| 6M | +56.0% | +12.9% | +43.1% | +40.9% |
| YTD | +21.3% | +9.0% | +12.2% | +9.0% |
| 1Y | +5.4% | +8.2% | -2.8% | -5.2% |
| All | +77.9% | +13.6% | +64.3% | +30.6% |
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