+357.0%
TPR vs PHM
+669.9%
-312.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.6% |
| 7D | -1.1% | -6.1% | +5.0% | +2.4% |
| 30D | +15.1% | +13.7% | +1.4% | +6.5% |
| 3M | -13.4% | -1.5% | -11.9% | -13.3% |
| 6M | +1.4% | +11.3% | -9.9% | -6.2% |
| YTD | +4.8% | +8.9% | -4.1% | -2.5% |
| 1Y | +29.2% | +6.1% | +23.1% | +21.5% |
| 3Y | +403.7% | +57.7% | +346.0% | +252.7% |
| 5Y | +230.8% | +159.0% | +71.9% | +63.1% |
| All | +357.0% | +669.9% | -312.9% | +20.8% |
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