+142.7%
TOST vs PHM
+59.1%
+83.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.9% |
| 7D | -4.7% | -6.1% | +1.4% | -2.4% |
| 30D | +8.5% | +13.7% | -5.2% | +3.4% |
| 3M | -1.6% | -1.5% | -0.1% | -1.3% |
| 6M | +44.1% | +11.3% | +32.9% | +38.1% |
| YTD | -5.6% | +8.9% | -14.5% | -10.9% |
| 1Y | -12.6% | +6.1% | -18.7% | -16.6% |
| All | +142.7% | +59.1% | +83.6% | +57.2% |
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 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