-83.3%
TTD vs PHM
+52.3%
-135.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.7% | -1.9% |
| 7D | +1.7% | -2.5% | +4.2% | +2.4% |
| 30D | +1.6% | -9.7% | +11.2% | +4.3% |
| 3M | -27.8% | +2.2% | -30.1% | -28.6% |
| 6M | -52.1% | -5.7% | -46.4% | -51.8% |
| YTD | -63.1% | +2.8% | -65.9% | -64.1% |
| 1Y | -73.1% | -14.4% | -58.6% | -72.2% |
| 3Y | -83.3% | +52.2% | -135.5% | -87.3% |
| All | -83.3% | +52.3% | -135.6% | -87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling