-24.8%
TYL vs PHM
+145.9%
-170.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | -3.7% | -3.2% | -0.5% | -2.7% |
| 30D | +18.7% | -6.4% | +25.2% | +21.1% |
| 3M | +18.1% | +5.5% | +12.6% | +15.7% |
| 6M | -1.1% | -5.4% | +4.3% | -0.2% |
| YTD | -19.8% | +6.6% | -26.4% | -22.9% |
| 1Y | -34.3% | -8.8% | -25.5% | -33.5% |
| 3Y | -8.2% | +54.1% | -62.3% | -29.2% |
| All | -24.8% | +145.9% | -170.7% | -57.0% |
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