-6.8%
TSN vs PHM
+568.1%
-574.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.6% |
| 7D | +3.0% | -5.0% | +8.0% | +4.2% |
| 30D | -4.2% | -8.4% | +4.3% | -2.4% |
| 3M | -3.9% | -4.4% | +0.5% | -3.3% |
| 6M | -9.8% | -3.7% | -6.1% | -9.7% |
| YTD | -7.3% | +1.3% | -8.5% | -8.4% |
| 1Y | -2.2% | -14.0% | +11.8% | +0.1% |
| 3Y | +11.9% | +48.1% | -36.2% | -1.6% |
| 5Y | -16.9% | +158.8% | -175.7% | -38.3% |
| All | -6.8% | +568.1% | -574.9% | -44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling