+459.4%
TTMI vs PHM
+1,692.4%
-1,233.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.5% | +6.5% | +4.3% |
| 7D | +12.2% | -2.5% | +14.6% | +13.1% |
| 30D | -5.7% | -9.7% | +3.9% | -2.4% |
| 3M | -27.5% | +2.2% | -29.7% | -29.0% |
| 6M | +47.1% | -5.7% | +52.8% | +48.6% |
| YTD | +87.5% | +2.8% | +84.6% | +82.5% |
| 1Y | +175.2% | -14.4% | +189.6% | +185.8% |
| 3Y | +901.9% | +52.2% | +849.7% | +721.0% |
| 5Y | +843.5% | +154.3% | +689.2% | +522.8% |
| 10Y | +1,077.0% | +545.9% | +531.1% | +402.2% |
| All | +459.4% | +1,692.4% | -1,233.0% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling