+20,427.4%
TXN vs PHM
+11,050.0%
+9,377.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.1% |
| 7D | +2.2% | -2.5% | +4.7% | +2.9% |
| 30D | -9.5% | -9.7% | +0.2% | -7.2% |
| 3M | -10.5% | +2.2% | -12.8% | -11.5% |
| 6M | +35.4% | -5.7% | +41.0% | +36.7% |
| YTD | +51.8% | +2.8% | +48.9% | +49.5% |
| 1Y | +42.9% | -14.4% | +57.4% | +47.5% |
| 3Y | +71.3% | +52.2% | +19.1% | +50.1% |
| 5Y | +58.0% | +154.3% | -96.2% | +19.3% |
| 10Y | +393.3% | +545.9% | -152.6% | +178.5% |
| All | +20,427.4% | +11,050.0% | +9,377.4% | +3,943.1% |
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