+419.8%
TXN vs PHM
+568.1%
-148.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.3% |
| 7D | +4.0% | -5.0% | +8.9% | +5.7% |
| 30D | -2.9% | -8.4% | +5.6% | -0.1% |
| 3M | -9.1% | -4.4% | -4.7% | -8.4% |
| 6M | +36.6% | -3.7% | +40.4% | +37.3% |
| YTD | +57.5% | +1.3% | +56.2% | +55.0% |
| 1Y | +49.5% | -14.0% | +63.6% | +55.3% |
| 3Y | +76.5% | +48.1% | +28.4% | +49.3% |
| 5Y | +62.4% | +158.8% | -96.4% | +11.3% |
| All | +419.8% | +568.1% | -148.3% | +166.8% |
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