+659.8%
TDG vs INVH
+75.4%
+584.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.9% | -3.0% | +1.1% | -0.2% |
| 30D | -7.7% | -7.5% | -0.2% | -3.5% |
| 3M | -9.3% | -5.5% | -3.8% | -6.6% |
| 6M | -9.4% | +11.7% | -21.1% | -15.4% |
| YTD | -14.3% | +1.3% | -15.6% | -15.7% |
| 1Y | -11.8% | -6.1% | -5.8% | -9.6% |
| 3Y | +52.0% | -9.8% | +61.7% | +55.6% |
| 5Y | +128.8% | -19.7% | +148.5% | +147.6% |
| All | +659.8% | +75.4% | +584.5% | +438.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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