-5.9%
TSLL vs PHM
+62.4%
-68.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +6.2% |
| 7D | +0.5% | -4.8% | +5.2% | +3.2% |
| 30D | +2.7% | +16.5% | -13.9% | -7.2% |
| 3M | +26.3% | -2.0% | +28.3% | +26.5% |
| 6M | -37.2% | +12.7% | -49.8% | -42.8% |
| YTD | -44.2% | +11.2% | -55.4% | -50.1% |
| 1Y | -44.0% | +7.7% | -51.7% | -48.9% |
| All | -5.9% | +62.4% | -68.3% | -37.0% |
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