+14,459.5%
TYL vs PHM
+11,710.1%
+2,749.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | -0.1% |
| 7D | -1.6% | -6.1% | +4.5% | -0.4% |
| 30D | +22.1% | +13.7% | +8.4% | +19.2% |
| 3M | +33.4% | -1.5% | +34.9% | +33.6% |
| 6M | +36.8% | +11.3% | +25.5% | +33.6% |
| YTD | -6.7% | +8.9% | -15.6% | -9.1% |
| 1Y | -9.2% | +6.1% | -15.3% | -11.2% |
| 3Y | +1.2% | +57.7% | -56.5% | -9.7% |
| 5Y | -23.0% | +159.0% | -182.0% | -37.8% |
| 10Y | +182.0% | +676.2% | -494.2% | +77.9% |
| All | +14,459.5% | +11,710.1% | +2,749.4% | +5,139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling