+14,355.3%
TYL vs PHM
+12,230.3%
+2,125.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.9% |
| 7D | +6.7% | +6.2% | +0.4% | +5.4% |
| 30D | +26.5% | +17.9% | +8.6% | +22.7% |
| 3M | +37.3% | +2.5% | +34.8% | +36.5% |
| 6M | +31.2% | +10.8% | +20.4% | +28.2% |
| YTD | -7.4% | +13.7% | -21.1% | -10.4% |
| 1Y | -9.6% | +12.4% | -21.9% | -12.4% |
| 3Y | +1.9% | +65.6% | -63.7% | -9.8% |
| 5Y | -21.1% | +175.3% | -196.5% | -37.0% |
| 10Y | +171.8% | +713.9% | -542.1% | +69.9% |
| All | +14,355.3% | +12,230.3% | +2,125.0% | +5,061.2% |
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 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