-14.5%
TSN vs PHM
+160.8%
-175.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.7% |
| 7D | -1.4% | -6.1% | +4.7% | -0.3% |
| 30D | +10.2% | +13.7% | -3.6% | +7.6% |
| 3M | +7.2% | -1.5% | +8.7% | +7.2% |
| 6M | -10.6% | +11.3% | -21.8% | -12.7% |
| YTD | +3.7% | +8.9% | -5.2% | +1.3% |
| 1Y | +13.5% | +6.1% | +7.4% | +11.2% |
| 3Y | +40.1% | +57.7% | -17.6% | +24.9% |
| 5Y | -14.5% | +159.0% | -173.4% | -33.9% |
| All | -14.5% | +160.8% | -175.3% | -33.9% |
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