+513.1%
TRI vs PHM
+997.8%
-484.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.7% |
| 7D | -8.4% | -3.9% | -4.5% | -7.6% |
| 30D | -6.5% | -8.6% | +2.1% | -4.8% |
| 3M | +18.6% | -2.9% | +21.5% | +19.2% |
| 6M | -10.4% | -5.7% | -4.7% | -9.8% |
| YTD | -23.7% | +1.9% | -25.6% | -24.7% |
| 1Y | -42.5% | -12.3% | -30.1% | -41.6% |
| 3Y | -19.3% | +50.8% | -70.0% | -28.4% |
| 5Y | -9.7% | +157.3% | -166.9% | -29.8% |
| 10Y | +194.4% | +566.5% | -372.1% | +77.6% |
| All | +513.1% | +997.8% | -484.8% | +133.6% |
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