+168.8%
TYL vs PHM
+746.3%
-577.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.1% | -1.2% |
| 7D | +3.5% | +3.5% | 0.0% | +2.6% |
| 30D | +26.9% | +21.2% | +5.7% | +21.0% |
| 3M | +33.8% | +2.5% | +31.4% | +32.8% |
| 6M | +28.8% | +16.1% | +12.7% | +23.7% |
| YTD | -7.9% | +16.6% | -24.5% | -12.5% |
| 1Y | -9.8% | +14.4% | -24.2% | -14.0% |
| 3Y | +1.2% | +71.9% | -70.7% | -15.6% |
| 5Y | -22.8% | +174.3% | -197.2% | -44.2% |
| 10Y | +168.8% | +744.0% | -575.2% | +51.5% |
| All | +168.8% | +746.3% | -577.5% | +51.5% |
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