+736.3%
TT vs PHM
+670.5%
+65.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +4.0% | -4.1% | +8.2% | +5.6% |
| 30D | -11.3% | +16.1% | -27.5% | -16.6% |
| 3M | -12.3% | -2.5% | -9.8% | -12.2% |
| 6M | -10.8% | +12.9% | -23.8% | -15.8% |
| YTD | +8.2% | +9.0% | -0.9% | +3.0% |
| 1Y | +1.5% | +8.2% | -6.7% | -3.3% |
| 3Y | +91.5% | +58.4% | +33.0% | +52.1% |
| 5Y | +130.2% | +159.2% | -29.0% | +46.8% |
| All | +736.3% | +670.5% | +65.8% | +245.2% |
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