-49.1%
TSLL vs PHM
+205.0%
-254.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.8% |
| 7D | +17.8% | -4.1% | +22.0% | +20.8% |
| 30D | +8.2% | +16.1% | -7.9% | -2.9% |
| 3M | +20.9% | -2.5% | +23.4% | +20.9% |
| 6M | -37.5% | +12.9% | -50.4% | -43.7% |
| YTD | -44.5% | +9.0% | -53.5% | -50.1% |
| 1Y | -33.0% | +8.2% | -41.1% | -39.7% |
| 3Y | -6.4% | +58.4% | -64.8% | -38.3% |
| All | -49.1% | +205.0% | -254.1% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling