+812.9%
TTMI vs PHM
+152.6%
+660.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.6% |
| 7D | +7.5% | -3.9% | +11.3% | +9.1% |
| 30D | -4.5% | -8.6% | +4.1% | -1.3% |
| 3M | -28.5% | -2.9% | -25.6% | -28.8% |
| 6M | +28.4% | -5.7% | +34.1% | +29.3% |
| YTD | +80.1% | +1.9% | +78.2% | +74.4% |
| 1Y | +161.0% | -12.3% | +173.3% | +168.5% |
| 3Y | +862.4% | +50.8% | +811.7% | +641.1% |
| 5Y | +812.9% | +157.3% | +655.6% | +434.7% |
| All | +812.9% | +152.6% | +660.4% | +434.7% |
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