+48.2%
TSEM vs PHM
+7.4%
+40.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.0% | -6.9% |
| 7D | +7.0% | -4.1% | +11.1% | +6.5% |
| 30D | -29.8% | +16.1% | -45.9% | -29.4% |
| 3M | -41.9% | -2.5% | -39.4% | -41.2% |
| 6M | -45.8% | +12.9% | -58.7% | -46.5% |
| YTD | +25.1% | +9.0% | +16.1% | +20.1% |
| 1Y | +48.2% | +8.2% | +40.1% | +42.9% |
| All | +48.2% | +7.4% | +40.8% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling