-80.9%
TTD vs PHM
+152.6%
-233.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.5% |
| 7D | -4.6% | -3.9% | -0.7% | -2.4% |
| 30D | +3.7% | -8.6% | +12.2% | +9.0% |
| 3M | -30.2% | -2.9% | -27.3% | -30.0% |
| 6M | -51.4% | -5.7% | -45.7% | -50.9% |
| YTD | -63.4% | +1.9% | -65.3% | -65.4% |
| 1Y | -73.5% | -12.3% | -61.2% | -72.6% |
| 3Y | -83.5% | +50.8% | -134.2% | -90.2% |
| 5Y | -80.9% | +157.3% | -238.2% | -93.6% |
| All | -80.9% | +152.6% | -233.5% | -93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling