+126.1%
TLT vs PHM
+1,146.9%
-1,020.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.5% |
| 7D | -2.7% | -6.1% | +3.4% | -2.9% |
| 30D | +2.2% | +13.7% | -11.6% | +2.6% |
| 3M | -1.7% | -1.5% | -0.2% | -1.8% |
| 6M | -4.0% | +11.3% | -15.2% | -3.6% |
| YTD | -4.9% | +8.9% | -13.9% | -4.6% |
| 1Y | -7.4% | +6.1% | -13.5% | -7.1% |
| 3Y | +3.0% | +57.7% | -54.6% | +5.4% |
| 5Y | -35.1% | +159.0% | -194.0% | -31.8% |
| 10Y | -12.7% | +676.2% | -688.9% | +0.4% |
| All | +126.1% | +1,146.9% | -1,020.8% | +225.3% |
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