-9.1%
TYL vs PHM
+7.4%
-16.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.8% | -4.1% | +5.0% | +1.4% |
| 30D | +21.1% | +16.1% | +5.0% | +19.0% |
| 3M | +28.9% | -2.5% | +31.4% | +28.0% |
| 6M | +42.0% | +12.9% | +29.1% | +42.0% |
| YTD | -6.6% | +9.0% | -15.6% | -8.7% |
| 1Y | -9.1% | +8.2% | -17.2% | -11.3% |
| All | -9.1% | +7.4% | -16.5% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling