+42.0%
TMUS vs PHM
+145.9%
-104.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +0.1% | -3.2% | +3.3% | +0.5% |
| 30D | +5.3% | -6.4% | +11.7% | +6.2% |
| 3M | +3.1% | +5.5% | -2.4% | +2.1% |
| 6M | -16.5% | -5.4% | -11.0% | -16.1% |
| YTD | -9.2% | +6.6% | -15.7% | -10.5% |
| 1Y | -26.5% | -8.8% | -17.6% | -25.9% |
| 3Y | +39.0% | +54.1% | -15.1% | +22.2% |
| All | +42.0% | +145.9% | -104.0% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling