+734.7%
TT vs PHM
+709.0%
+25.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +3.9% | +1.4% |
| 7D | +0.8% | +2.9% | -2.1% | -0.4% |
| 30D | -11.8% | +16.5% | -28.3% | -17.0% |
| 3M | -11.6% | +0.6% | -12.2% | -12.5% |
| 6M | -9.3% | +11.6% | -20.9% | -14.0% |
| YTD | +8.9% | +12.1% | -3.2% | +2.7% |
| 1Y | -2.2% | +9.6% | -11.8% | -7.2% |
| 3Y | +91.9% | +62.3% | +29.6% | +51.2% |
| 5Y | +136.0% | +170.4% | -34.4% | +48.3% |
| 10Y | +734.7% | +683.0% | +51.7% | +245.1% |
| All | +734.7% | +709.0% | +25.8% | +245.1% |
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