-45.7%
TOST vs PHM
+173.4%
-219.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -3.4% | -3.2% | -0.2% | -1.5% |
| 30D | -2.4% | -6.4% | +4.0% | +1.4% |
| 3M | +34.6% | +5.5% | +29.1% | +29.3% |
| 6M | +15.2% | -5.4% | +20.6% | +17.3% |
| YTD | -4.4% | +6.6% | -11.0% | -11.8% |
| 1Y | -17.4% | -8.8% | -8.6% | -15.7% |
| 3Y | +54.5% | +54.1% | +0.3% | -5.1% |
| All | -45.7% | +173.4% | -219.0% | -80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling