+5,291.1%
TTWO vs PHM
+4,164.7%
+1,126.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -2.3% | -3.9% | +1.5% | -1.5% |
| 30D | -16.7% | -8.6% | -8.2% | -15.1% |
| 3M | -0.4% | -2.9% | +2.5% | -0.1% |
| 6M | -1.6% | -5.7% | +4.1% | -1.0% |
| YTD | -17.5% | +1.9% | -19.4% | -18.8% |
| 1Y | -14.8% | -12.3% | -2.5% | -13.5% |
| 3Y | +47.9% | +50.8% | -2.9% | +29.2% |
| 5Y | +34.5% | +157.3% | -122.8% | +1.3% |
| 10Y | +394.0% | +566.5% | -172.5% | +175.1% |
| All | +5,291.1% | +4,164.7% | +1,126.5% | +1,538.1% |
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