-20.2%
INVH vs TKO
+291.2%
-311.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -3.0% | +2.3% | -5.3% | -3.3% |
| 30D | -7.5% | -2.5% | -5.0% | -7.3% |
| 3M | -5.5% | -10.6% | +5.1% | -4.3% |
| 6M | +11.7% | -5.1% | +16.8% | +12.1% |
| YTD | +1.3% | -8.2% | +9.6% | +2.1% |
| 1Y | -6.1% | -4.4% | -1.6% | -6.0% |
| 3Y | -9.8% | +100.4% | -110.1% | -19.0% |
| All | -20.2% | +291.2% | -311.4% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 5y: compounded portfolio wealth divided by compounded TKO 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…
5y analysis · Full analysis span regression · 6 months rolling