+476.5%
TSEM vs PHM
+59.3%
+417.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.0% | -7.0% |
| 7D | +7.0% | -4.1% | +11.1% | +7.5% |
| 30D | -29.8% | +16.1% | -45.9% | -31.7% |
| 3M | -41.9% | -2.5% | -39.4% | -41.7% |
| 6M | -45.8% | +12.9% | -58.7% | -47.6% |
| YTD | +25.1% | +9.0% | +16.1% | +20.5% |
| 1Y | +48.2% | +8.2% | +40.1% | +42.9% |
| 3Y | +476.5% | +58.4% | +418.0% | +349.3% |
| All | +476.5% | +59.3% | +417.2% | +349.3% |
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