+76.4%
INVH vs TCOM
-10.8%
+87.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.1% |
| 7D | -3.1% | -6.5% | +3.4% | -2.5% |
| 30D | -7.5% | -16.2% | +8.7% | -6.0% |
| 3M | -6.3% | -19.3% | +13.0% | -4.7% |
| 6M | +9.4% | -27.2% | +36.7% | +12.3% |
| YTD | +1.4% | -46.2% | +47.6% | +6.6% |
| 1Y | -4.1% | -46.6% | +42.5% | +0.8% |
| 3Y | -9.2% | +8.4% | -17.6% | -12.5% |
| 5Y | -19.6% | +25.8% | -45.4% | -26.0% |
| All | +76.4% | -10.8% | +87.2% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling