+96.7%
TFC vs PHM
+52.3%
+44.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -0.8% |
| 7D | +2.2% | -2.5% | +4.7% | +3.2% |
| 30D | -2.5% | -9.7% | +7.2% | +1.2% |
| 3M | +4.5% | +2.2% | +2.3% | +2.9% |
| 6M | +11.0% | -5.7% | +16.6% | +12.4% |
| YTD | +5.9% | +2.8% | +3.1% | +3.2% |
| 1Y | +14.6% | -14.4% | +29.0% | +19.7% |
| 3Y | +96.7% | +52.2% | +44.5% | +37.5% |
| All | +96.7% | +52.3% | +44.5% | +37.5% |
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