+14,178.8%
TT vs PHM
+12,230.3%
+1,948.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.3% | +3.0% |
| 7D | -2.0% | +6.2% | -8.2% | -4.0% |
| 30D | -14.0% | +17.9% | -32.0% | -18.7% |
| 3M | -15.9% | +2.5% | -18.4% | -17.1% |
| 6M | -17.3% | +10.8% | -28.1% | -20.7% |
| YTD | +4.0% | +13.7% | -9.8% | -1.4% |
| 1Y | -7.1% | +12.4% | -19.5% | -11.7% |
| 3Y | +90.2% | +65.6% | +24.6% | +56.3% |
| 5Y | +131.1% | +175.3% | -44.2% | +59.5% |
| 10Y | +777.7% | +713.9% | +63.8% | +311.2% |
| All | +14,178.8% | +12,230.3% | +1,948.5% | +2,518.0% |
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