-82.6%
TTD vs PHM
+166.0%
-248.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.9% | +7.2% | +5.5% |
| 7D | +19.9% | +2.9% | +17.0% | +17.8% |
| 30D | +27.6% | +16.5% | +11.2% | +16.6% |
| 3M | +15.2% | +0.6% | +14.5% | +14.0% |
| 6M | -33.2% | +11.6% | -44.8% | -38.6% |
| YTD | -59.4% | +12.1% | -71.5% | -63.8% |
| 1Y | -64.4% | +9.6% | -74.0% | -68.0% |
| 3Y | -75.9% | +62.3% | -138.2% | -86.3% |
| 5Y | -82.6% | +170.4% | -253.0% | -94.7% |
| All | -82.6% | +166.0% | -248.6% | -94.7% |
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