+102.5%
TNA vs PHM
+47.0%
+55.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -0.7% |
| 7D | -7.6% | -6.4% | -1.2% | -0.8% |
| 30D | -13.6% | -12.1% | -1.5% | -1.0% |
| 3M | +2.8% | -1.5% | +4.4% | +2.3% |
| 6M | +34.5% | -6.0% | +40.5% | +41.5% |
| YTD | +41.0% | -0.3% | +41.3% | +35.7% |
| 1Y | +52.0% | -13.3% | +65.4% | +72.3% |
| All | +102.5% | +47.0% | +55.5% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling