+2,700.2%
TFC vs PHM
+11,456.8%
-8,756.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +2.4% | -3.2% | +5.6% | +3.5% |
| 30D | -1.3% | -6.4% | +5.1% | +0.6% |
| 3M | +6.1% | +5.5% | +0.6% | +3.9% |
| 6M | +7.3% | -5.4% | +12.8% | +8.6% |
| YTD | +8.2% | +6.6% | +1.6% | +5.2% |
| 1Y | +14.4% | -8.8% | +23.3% | +16.4% |
| 3Y | +93.7% | +54.1% | +39.6% | +64.5% |
| 5Y | +16.4% | +144.5% | -128.1% | -16.3% |
| 10Y | +101.6% | +569.4% | -467.9% | +2.6% |
| All | +2,700.2% | +11,456.8% | -8,756.6% | +743.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling