+873.0%
TTMI vs PHM
+50.2%
+822.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.6% |
| 7D | +7.5% | -3.9% | +11.3% | +9.0% |
| 30D | -4.5% | -8.6% | +4.1% | -1.6% |
| 3M | -28.5% | -2.9% | -25.6% | -29.0% |
| 6M | +28.4% | -5.7% | +34.1% | +28.8% |
| YTD | +80.1% | +1.9% | +78.2% | +73.8% |
| 1Y | +161.0% | -12.3% | +173.3% | +167.2% |
| All | +873.0% | +50.2% | +822.8% | +540.3% |
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