+36.0%
TSM vs PHM
+16.2%
+19.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.2% | -9.4% | -3.3% |
| 7D | -10.0% | +13.6% | -23.5% | -12.0% |
| 30D | -18.5% | +19.3% | -37.8% | -21.2% |
| 3M | -4.9% | +3.5% | -8.4% | -4.9% |
| 6M | -1.0% | +18.6% | -19.6% | -5.5% |
| YTD | +31.3% | +16.7% | +14.5% | +25.6% |
| 1Y | +36.0% | +14.6% | +21.4% | +30.8% |
| All | +36.0% | +16.2% | +19.8% | +30.8% |
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