+9.3%
TT vs PHM
-14.7%
+23.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +1.4% | -3.9% | +5.3% | +2.7% |
| 30D | -6.7% | -8.6% | +1.9% | -3.9% |
| 3M | -5.4% | -2.9% | -2.5% | -5.2% |
| 6M | +4.4% | -5.7% | +10.1% | +5.1% |
| YTD | +14.9% | +1.9% | +13.1% | +13.2% |
| 1Y | +9.3% | -12.3% | +21.6% | +9.3% |
| All | +9.3% | -14.7% | +23.9% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling