+145.0%
TRV vs PHM
+49.3%
+95.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.8% |
| 7D | +1.9% | -5.0% | +6.9% | +2.7% |
| 30D | +1.7% | -8.4% | +10.1% | +3.1% |
| 3M | +23.9% | -4.4% | +28.3% | +24.5% |
| 6M | +26.3% | -3.7% | +30.0% | +26.6% |
| YTD | +30.8% | +1.3% | +29.5% | +29.9% |
| 1Y | +36.3% | -14.0% | +50.4% | +38.6% |
| 3Y | +145.0% | +48.1% | +96.9% | +133.6% |
| All | +145.0% | +49.3% | +95.7% | +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 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