-20.7%
TOST vs PHM
-14.7%
-6.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | -4.7% | -3.9% | -0.8% | -3.8% |
| 30D | -9.1% | -8.6% | -0.5% | -7.2% |
| 3M | +29.8% | -2.9% | +32.7% | +30.9% |
| 6M | +10.0% | -5.7% | +15.7% | +10.5% |
| YTD | -8.6% | +1.9% | -10.5% | -12.2% |
| 1Y | -20.7% | -12.3% | -8.4% | -20.3% |
| All | -20.7% | -14.7% | -6.0% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling