-22.4%
TYL vs PHM
+175.2%
-197.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.6% |
| 7D | +6.7% | +6.2% | +0.4% | +4.5% |
| 30D | +26.5% | +17.9% | +8.6% | +19.9% |
| 3M | +37.3% | +2.5% | +34.8% | +35.8% |
| 6M | +31.2% | +10.8% | +20.4% | +26.0% |
| YTD | -7.4% | +13.7% | -21.1% | -13.0% |
| 1Y | -9.6% | +12.4% | -21.9% | -14.9% |
| 3Y | +1.9% | +65.6% | -63.7% | -23.9% |
| All | -22.4% | +175.2% | -197.6% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling