-21.2%
TMUS vs PHM
+16.2%
-37.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.2% | -4.1% | +2.4% |
| 7D | +7.5% | +13.6% | -6.1% | +6.5% |
| 30D | -3.3% | +19.3% | -22.6% | -4.5% |
| 3M | -9.7% | +3.5% | -13.1% | -10.3% |
| 6M | -17.2% | +18.6% | -35.8% | -18.0% |
| YTD | -20.3% | +16.7% | -37.1% | -20.2% |
| 1Y | -21.2% | +14.6% | -35.8% | -21.1% |
| All | -21.2% | +16.2% | -37.4% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling