+364.1%
TTD vs PHM
+574.7%
-210.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.8% | +1.7% |
| 7D | -7.4% | -6.4% | -1.1% | -4.3% |
| 30D | +3.0% | -12.1% | +15.1% | +9.8% |
| 3M | -27.6% | -1.5% | -26.0% | -27.8% |
| 6M | -49.5% | -6.0% | -43.5% | -48.9% |
| YTD | -63.2% | -0.3% | -62.9% | -64.3% |
| 1Y | -69.7% | -13.3% | -56.4% | -68.7% |
| 3Y | -83.3% | +47.6% | -130.9% | -88.0% |
| 5Y | -80.8% | +154.7% | -235.5% | -89.8% |
| All | +364.1% | +574.7% | -210.6% | +52.6% |
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