+12,919.2%
TSM vs PHM
+3,274.7%
+9,644.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.3% |
| 7D | +14.8% | -6.1% | +20.9% | +16.8% |
| 30D | -8.9% | +13.7% | -22.6% | -12.7% |
| 3M | -5.3% | -1.5% | -3.7% | -5.6% |
| 6M | +2.6% | +11.3% | -8.7% | -1.7% |
| YTD | +34.5% | +8.9% | +25.6% | +29.2% |
| 1Y | +41.0% | +6.1% | +34.9% | +36.2% |
| 3Y | +333.1% | +57.7% | +275.4% | +264.1% |
| 5Y | +270.1% | +159.0% | +111.1% | +164.7% |
| 10Y | +1,608.7% | +676.2% | +932.5% | +739.1% |
| All | +12,919.2% | +3,274.7% | +9,644.5% | +1,982.5% |
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