+291.7%
TMUS vs PHM
+469.3%
-177.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +1.3% |
| 7D | +9.5% | +2.9% | +6.6% | +8.6% |
| 30D | +13.8% | +16.5% | -2.7% | +9.1% |
| 3M | -4.6% | +0.6% | -5.2% | -5.0% |
| 6M | -11.7% | +11.6% | -23.3% | -14.9% |
| YTD | -15.4% | +12.1% | -27.5% | -19.2% |
| 1Y | -16.1% | +9.6% | -25.7% | -19.6% |
| 3Y | +20.5% | +62.3% | -41.8% | -0.2% |
| 5Y | +48.7% | +170.4% | -121.7% | +3.1% |
| 10Y | +240.8% | +683.0% | -442.2% | +57.6% |
| All | +291.7% | +469.3% | -177.6% | +59.7% |
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 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