+1,815.4%
TSM vs PHM
+545.0%
+1,270.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | +4.8% | -3.9% | +8.6% | +6.0% |
| 30D | +4.0% | -8.6% | +12.6% | +6.8% |
| 3M | +2.0% | -2.9% | +4.9% | +2.3% |
| 6M | +25.5% | -5.7% | +31.2% | +26.8% |
| YTD | +44.0% | +1.9% | +42.1% | +41.6% |
| 1Y | +75.4% | -12.3% | +87.7% | +80.1% |
| 3Y | +406.7% | +50.8% | +356.0% | +323.0% |
| 5Y | +285.0% | +157.3% | +127.7% | +163.8% |
| 10Y | +1,815.4% | +566.5% | +1,248.8% | +945.8% |
| All | +1,815.4% | +545.0% | +1,270.4% | +945.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling