+323.5%
TSM vs PHM
+64.0%
+259.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +2.8% |
| 7D | -2.1% | +2.9% | -5.0% | -2.8% |
| 30D | -12.5% | +16.5% | -29.0% | -15.9% |
| 3M | -5.0% | +0.6% | -5.6% | -5.5% |
| 6M | -3.2% | +11.6% | -14.8% | -6.6% |
| YTD | +31.5% | +12.1% | +19.4% | +26.3% |
| 1Y | +35.7% | +9.6% | +26.1% | +30.9% |
| 3Y | +323.5% | +62.3% | +261.2% | +231.6% |
| All | +323.5% | +64.0% | +259.5% | +231.6% |
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