+13,171.6%
TSM vs PHM
+3,343.8%
+9,827.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.5% |
| 7D | +4.4% | -4.8% | +9.2% | +5.8% |
| 30D | -7.0% | +16.5% | -23.5% | -11.5% |
| 3M | -1.8% | -2.0% | +0.2% | -2.0% |
| 6M | +2.7% | +12.7% | -10.0% | -1.9% |
| YTD | +37.1% | +11.2% | +25.9% | +31.0% |
| 1Y | +43.5% | +7.7% | +35.7% | +38.0% |
| 3Y | +341.5% | +60.9% | +280.6% | +269.0% |
| 5Y | +278.9% | +167.7% | +111.2% | +168.5% |
| 10Y | +1,641.8% | +692.1% | +949.7% | +750.4% |
| All | +13,171.6% | +3,343.8% | +9,827.8% | +2,010.6% |
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 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