+1.9%
TYL vs PHM
+64.3%
-62.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.9% |
| 7D | +6.7% | +6.2% | +0.4% | +5.5% |
| 30D | +26.5% | +17.9% | +8.6% | +22.9% |
| 3M | +37.3% | +2.5% | +34.8% | +36.2% |
| 6M | +31.2% | +10.8% | +20.4% | +28.6% |
| YTD | -7.4% | +13.7% | -21.1% | -10.3% |
| 1Y | -9.6% | +12.4% | -21.9% | -12.3% |
| 3Y | +1.9% | +65.6% | -63.7% | -8.4% |
| All | +1.9% | +64.3% | -62.4% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling