+895.4%
TSN vs PHM
+11,456.8%
-10,561.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -6.3% | -3.2% | -3.1% | -5.8% |
| 30D | -10.8% | -6.4% | -4.4% | -9.8% |
| 3M | -8.8% | +5.5% | -14.2% | -9.9% |
| 6M | -16.8% | -5.4% | -11.4% | -16.4% |
| YTD | -10.0% | +6.6% | -16.6% | -11.7% |
| 1Y | -5.3% | -8.8% | +3.6% | -4.4% |
| 3Y | +8.5% | +54.1% | -45.6% | -2.6% |
| 5Y | -22.9% | +144.5% | -167.4% | -37.9% |
| 10Y | -12.6% | +569.4% | -582.1% | -43.9% |
| All | +895.4% | +11,456.8% | -10,561.4% | +241.6% |
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