-23.0%
TNA vs PHM
+156.2%
-179.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | -0.8% |
| 7D | -7.3% | -5.0% | -2.3% | -1.6% |
| 30D | -14.2% | -8.4% | -5.7% | -5.0% |
| 3M | -4.6% | -4.4% | -0.1% | -1.7% |
| 6M | +36.9% | -3.7% | +40.7% | +40.5% |
| YTD | +42.5% | +1.3% | +41.3% | +34.5% |
| 1Y | +45.8% | -14.0% | +59.8% | +68.2% |
| 3Y | +104.7% | +48.1% | +56.5% | +16.5% |
| All | -23.0% | +156.2% | -179.2% | -79.5% |
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