+508.5%
TTD vs PHM
+670.5%
-162.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +21.3% | -4.1% | +25.4% | +23.9% |
| 30D | +28.7% | +16.1% | +12.6% | +19.2% |
| 3M | +7.7% | -2.5% | +10.2% | +8.5% |
| 6M | -23.5% | +12.9% | -36.4% | -29.2% |
| YTD | -58.7% | +9.0% | -67.7% | -61.9% |
| 1Y | -63.4% | +8.2% | -71.6% | -66.2% |
| 3Y | -75.3% | +58.4% | -133.7% | -82.7% |
| 5Y | -84.4% | +159.2% | -243.6% | -91.8% |
| All | +508.5% | +670.5% | -162.1% | +100.9% |
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