-18.4%
TSLL vs PHM
+64.3%
-82.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.0% | +10.6% | +9.7% |
| 7D | -21.2% | +6.2% | -27.4% | -24.2% |
| 30D | -13.3% | +17.9% | -31.2% | -22.1% |
| 3M | +15.4% | +2.5% | +12.9% | +12.6% |
| 6M | -34.2% | +10.8% | -45.0% | -39.5% |
| YTD | -52.9% | +13.7% | -66.6% | -58.4% |
| 1Y | -54.3% | +12.4% | -66.7% | -59.5% |
| 3Y | -18.4% | +65.6% | -84.0% | -47.1% |
| All | -18.4% | +64.3% | -82.7% | -47.1% |
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