+38.4%
TNA vs PHM
-4.6%
+43.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.3% |
| 7D | -3.6% | -3.9% | +0.3% | -0.2% |
| 30D | -10.1% | -8.6% | -1.5% | -2.9% |
| 3M | +2.7% | -2.9% | +5.6% | +2.1% |
| 6M | +38.4% | -5.7% | +44.1% | +43.2% |
| All | +38.4% | -4.6% | +43.0% | +43.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling