+52.2%
TEM vs PHM
+6.1%
+46.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.7% | -4.0% |
| 7D | -1.1% | -3.9% | +2.8% | +1.6% |
| 30D | +11.3% | -8.6% | +19.8% | +18.2% |
| 3M | +25.5% | -2.9% | +28.5% | +26.9% |
| 6M | +17.1% | -5.7% | +22.8% | +20.1% |
| YTD | +3.8% | +1.9% | +1.9% | -1.7% |
| 1Y | -24.4% | -12.3% | -12.0% | -19.3% |
| All | +52.2% | +6.1% | +46.1% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling