-49.3%
TE vs INVH
-20.2%
-29.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | +0.2% | -3.0% | +3.2% | +1.9% |
| 30D | -5.9% | -7.5% | +1.6% | -2.2% |
| 3M | -45.6% | -5.5% | -40.0% | -44.7% |
| 6M | -43.4% | +11.7% | -55.1% | -48.3% |
| YTD | -31.0% | +1.3% | -32.3% | -33.6% |
| 1Y | +145.2% | -6.1% | +151.3% | +146.5% |
| 3Y | -24.1% | -9.8% | -14.3% | -22.2% |
| All | -49.3% | -20.2% | -29.2% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling