-46.0%
TSLL vs PHM
+16.2%
-62.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +7.2% | -13.5% | -7.7% |
| 7D | -9.4% | +13.6% | -23.0% | -12.0% |
| 30D | +1.6% | +19.3% | -17.7% | -2.6% |
| 3M | +29.4% | +3.5% | +25.9% | +29.5% |
| 6M | -20.1% | +18.6% | -38.7% | -23.9% |
| YTD | -44.5% | +16.7% | -61.2% | -48.0% |
| 1Y | -46.0% | +14.6% | -60.6% | -49.5% |
| All | -46.0% | +16.2% | -62.2% | -49.5% |
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