-44.4%
TOST vs PHM
+199.1%
-243.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -1.3% |
| 7D | +4.0% | +3.5% | +0.5% | +1.8% |
| 30D | +11.1% | +21.2% | -10.1% | -1.4% |
| 3M | +0.8% | +2.5% | -1.6% | -1.2% |
| 6M | +38.8% | +16.1% | +22.7% | +25.1% |
| YTD | -2.1% | +16.6% | -18.7% | -14.9% |
| 1Y | -6.0% | +14.4% | -20.5% | -17.5% |
| 3Y | +149.8% | +71.9% | +77.9% | +42.6% |
| 5Y | -42.8% | +174.3% | -217.1% | -80.8% |
| All | -44.4% | +199.1% | -243.5% | -81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling