+13,634.3%
TSM vs PHM
+3,202.3%
+10,432.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | +2.7% | -3.2% | +5.9% | +3.7% |
| 30D | +3.6% | -6.4% | +10.0% | +5.4% |
| 3M | -3.4% | +5.5% | -8.9% | -5.3% |
| 6M | +20.6% | -5.4% | +26.1% | +21.8% |
| YTD | +41.9% | +6.6% | +35.3% | +38.1% |
| 1Y | +84.4% | -8.8% | +93.2% | +86.9% |
| 3Y | +380.2% | +54.1% | +326.1% | +307.9% |
| 5Y | +275.3% | +144.5% | +130.9% | +174.3% |
| 10Y | +1,751.4% | +569.4% | +1,182.0% | +853.0% |
| All | +13,634.3% | +3,202.3% | +10,432.0% | +2,125.8% |
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 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