-60.3%
TSLL vs PHM
+224.5%
-284.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.6% | -21.3% | -21.5% |
| 7D | -28.9% | +8.7% | -37.6% | -32.7% |
| 30D | -21.4% | +16.4% | -37.8% | -29.3% |
| 3M | +5.0% | +1.8% | +3.1% | +2.6% |
| 6M | -36.6% | +15.1% | -51.6% | -43.4% |
| YTD | -56.6% | +16.0% | -72.7% | -62.4% |
| 1Y | -60.9% | +14.1% | -75.0% | -65.8% |
| 3Y | -25.2% | +65.9% | -91.1% | -51.8% |
| All | -60.3% | +224.5% | -284.8% | -85.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling