+527.9%
TTD vs PHM
+677.6%
-149.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.5% | +4.1% |
| 7D | +20.8% | -4.8% | +25.5% | +23.8% |
| 30D | +33.8% | +16.5% | +17.3% | +23.7% |
| 3M | +17.8% | -2.0% | +19.8% | +18.4% |
| 6M | -25.7% | +12.7% | -38.4% | -31.2% |
| YTD | -57.9% | +11.2% | -69.1% | -61.5% |
| 1Y | -63.8% | +7.7% | -71.6% | -66.5% |
| 3Y | -75.0% | +60.9% | -135.9% | -82.7% |
| 5Y | -82.5% | +167.7% | -250.2% | -91.0% |
| 10Y | +527.9% | +692.1% | -164.2% | +103.4% |
| All | +527.9% | +677.6% | -149.8% | +103.4% |
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