+500.3%
TTD vs PHM
+669.9%
-169.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.2% |
| 7D | +20.8% | -6.1% | +26.9% | +24.6% |
| 30D | +27.1% | +13.7% | +13.4% | +18.9% |
| 3M | +14.7% | -1.5% | +16.2% | +15.0% |
| 6M | -26.8% | +11.3% | -38.1% | -31.8% |
| YTD | -59.2% | +8.9% | -68.2% | -62.4% |
| 1Y | -64.7% | +6.1% | -70.8% | -67.0% |
| 3Y | -75.8% | +57.7% | -133.5% | -83.1% |
| 5Y | -84.6% | +159.0% | -243.5% | -91.9% |
| All | +500.3% | +669.9% | -169.6% | +98.3% |
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 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