+76.2%
INVH vs TCOM
-10.0%
+86.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -3.0% | -4.9% | +1.9% | -2.6% |
| 30D | -7.5% | -14.4% | +6.9% | -6.3% |
| 3M | -5.5% | -17.7% | +12.1% | -4.1% |
| 6M | +11.7% | -25.1% | +36.8% | +14.3% |
| YTD | +1.3% | -45.7% | +47.1% | +6.5% |
| 1Y | -6.1% | -47.9% | +41.8% | -1.0% |
| 3Y | -9.8% | +8.9% | -18.7% | -13.1% |
| 5Y | -19.7% | +26.9% | -46.5% | -26.1% |
| All | +76.2% | -10.0% | +86.3% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling