-9.7%
INVH vs TAP
-33.1%
+23.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -3.1% | -5.3% | +2.1% | -1.7% |
| 30D | -7.5% | -7.4% | -0.1% | -5.6% |
| 3M | -6.3% | -4.9% | -1.4% | -5.2% |
| 6M | +9.4% | -14.2% | +23.6% | +13.5% |
| YTD | +1.4% | -14.8% | +16.2% | +5.0% |
| 1Y | -4.1% | -18.1% | +14.0% | +0.3% |
| All | -9.7% | -33.1% | +23.4% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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