+15,818.7%
TT vs PHM
+11,456.8%
+4,361.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -0.2% | -3.2% | +3.0% | +0.8% |
| 30D | -7.4% | -6.4% | -0.9% | -5.5% |
| 3M | -3.2% | +5.5% | -8.7% | -5.1% |
| 6M | +1.1% | -5.4% | +6.6% | +2.3% |
| YTD | +15.6% | +6.6% | +9.0% | +12.6% |
| 1Y | +9.2% | -8.8% | +18.0% | +11.1% |
| 3Y | +124.4% | +54.1% | +70.3% | +89.7% |
| 5Y | +138.0% | +144.5% | -6.5% | +71.1% |
| 10Y | +886.4% | +569.4% | +317.0% | +393.1% |
| All | +15,818.7% | +11,456.8% | +4,361.9% | +2,896.8% |
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