-23.4%
TSLL vs PHM
-6.9%
-16.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -12.0% | -11.9% |
| 7D | +1.9% | -3.2% | +5.1% | +3.0% |
| 30D | +17.8% | -6.4% | +24.2% | +20.4% |
| 3M | -37.0% | +5.5% | -42.5% | -38.3% |
| 6M | -37.7% | -5.4% | -32.2% | -38.0% |
| YTD | -51.4% | +6.6% | -58.0% | -53.6% |
| 1Y | -23.4% | -8.8% | -14.5% | -15.6% |
| All | -23.4% | -6.9% | -16.4% | -15.6% |
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 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