+187.8%
TYL vs PHM
+670.5%
-482.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.8% | -4.1% | +5.0% | +1.8% |
| 30D | +21.1% | +16.1% | +5.0% | +16.7% |
| 3M | +28.9% | -2.5% | +31.4% | +29.5% |
| 6M | +42.0% | +12.9% | +29.1% | +37.2% |
| YTD | -6.6% | +9.0% | -15.6% | -9.8% |
| 1Y | -9.1% | +8.2% | -17.2% | -12.2% |
| 3Y | +1.8% | +58.4% | -56.6% | -13.4% |
| 5Y | -22.9% | +159.2% | -182.1% | -43.7% |
| All | +187.8% | +670.5% | -482.7% | +56.2% |
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 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