+290.7%
TSM vs PHM
+152.9%
+137.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +3.5% |
| 7D | +6.0% | -2.5% | +8.5% | +6.9% |
| 30D | +4.5% | -9.7% | +14.2% | +7.9% |
| 3M | +3.1% | +2.2% | +0.9% | +1.6% |
| 6M | +30.2% | -5.7% | +35.9% | +31.4% |
| YTD | +45.2% | +2.8% | +42.4% | +42.0% |
| 1Y | +79.6% | -14.4% | +94.0% | +86.1% |
| 3Y | +411.0% | +52.2% | +358.8% | +304.2% |
| 5Y | +290.7% | +154.3% | +136.5% | +142.7% |
| All | +290.7% | +152.9% | +137.8% | +142.7% |
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