+1,124.0%
TTMI vs PHM
+568.1%
+555.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +2.8% |
| 7D | +0.7% | -5.0% | +5.6% | +2.6% |
| 30D | -8.4% | -8.4% | 0.0% | -5.6% |
| 3M | -32.5% | -4.4% | -28.0% | -32.2% |
| 6M | +32.5% | -3.7% | +36.2% | +32.7% |
| YTD | +83.2% | +1.3% | +82.0% | +79.0% |
| 1Y | +161.7% | -14.0% | +175.7% | +171.5% |
| 3Y | +890.1% | +48.1% | +842.0% | +708.4% |
| 5Y | +832.4% | +158.8% | +673.7% | +496.9% |
| All | +1,124.0% | +568.1% | +555.9% | +443.3% |
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 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