+427.5%
TTMI vs PH
+712.9%
-285.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.2% | +8.4% |
| 7D | +7.2% | +6.9% | +0.4% | +2.9% |
| 30D | -28.7% | +1.7% | -30.3% | -28.0% |
| 3M | -39.8% | -8.1% | -31.7% | -34.6% |
| 6M | -51.7% | +11.5% | -63.2% | -53.9% |
| YTD | +14.1% | +11.4% | +2.7% | +9.9% |
| 1Y | +16.0% | +14.1% | +1.9% | +10.3% |
| 3Y | +452.7% | +138.2% | +314.4% | +227.2% |
| 5Y | +451.5% | +216.0% | +235.5% | +169.3% |
| All | +427.5% | +712.9% | -285.5% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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