-24.1%
TE vs INVH
-9.7%
-14.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | +0.2% | -3.0% | +3.2% | +1.4% |
| 30D | -5.9% | -7.5% | +1.6% | -3.3% |
| 3M | -45.6% | -5.5% | -40.0% | -45.0% |
| 6M | -43.4% | +11.7% | -55.1% | -47.9% |
| YTD | -31.0% | +1.3% | -32.3% | -33.4% |
| 1Y | +145.2% | -6.1% | +151.3% | +149.7% |
| 3Y | -24.1% | -9.8% | -14.3% | -21.3% |
| All | -24.1% | -9.7% | -14.4% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling