-9.8%
TRI vs PHM
+156.2%
-166.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.5% |
| 7D | -7.9% | -5.0% | -2.9% | -7.1% |
| 30D | -4.5% | -8.4% | +3.9% | -3.1% |
| 3M | +22.1% | -4.4% | +26.5% | +23.0% |
| 6M | -2.8% | -3.7% | +1.0% | -2.4% |
| YTD | -23.4% | +1.3% | -24.7% | -24.3% |
| 1Y | -41.5% | -14.0% | -27.5% | -40.5% |
| 3Y | -19.2% | +48.1% | -67.3% | -29.0% |
| All | -9.8% | +156.2% | -166.0% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling