+75.7%
TFC vs PHM
+670.5%
-594.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +2.3% | -4.1% | +6.4% | +4.0% |
| 30D | +10.8% | +16.1% | -5.3% | +3.9% |
| 3M | -3.8% | -2.5% | -1.3% | -3.2% |
| 6M | +9.6% | +12.9% | -3.3% | +3.1% |
| YTD | +5.8% | +9.0% | -3.2% | +0.3% |
| 1Y | +16.2% | +8.2% | +8.0% | +10.3% |
| 3Y | +96.0% | +58.4% | +37.5% | +52.6% |
| 5Y | +1.7% | +159.2% | -157.5% | -38.5% |
| All | +75.7% | +670.5% | -594.9% | -30.8% |
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 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