+97.2%
TFC vs PHM
+545.0%
-447.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.4% |
| 7D | -1.3% | -3.9% | +2.6% | +0.3% |
| 30D | -2.3% | -8.6% | +6.2% | +1.2% |
| 3M | +2.5% | -2.9% | +5.4% | +3.1% |
| 6M | +9.5% | -5.7% | +15.2% | +11.2% |
| YTD | +5.1% | +1.9% | +3.2% | +2.8% |
| 1Y | +15.5% | -12.3% | +27.8% | +19.9% |
| 3Y | +95.2% | +50.8% | +44.4% | +55.7% |
| 5Y | +14.5% | +157.3% | -142.8% | -30.4% |
| 10Y | +97.2% | +566.5% | -469.4% | -19.9% |
| All | +97.2% | +545.0% | -447.8% | -19.9% |
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