+194.7%
TECK vs INVH
+75.4%
+119.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -3.8% | -3.0% | -0.9% | -2.4% |
| 30D | +0.7% | -7.5% | +8.3% | +4.5% |
| 3M | +4.6% | -5.5% | +10.1% | +6.9% |
| 6M | +25.1% | +11.7% | +13.4% | +17.3% |
| YTD | +39.2% | +1.3% | +37.8% | +36.4% |
| 1Y | +60.3% | -6.1% | +66.4% | +62.7% |
| 3Y | +62.9% | -9.8% | +72.7% | +66.3% |
| 5Y | +181.5% | -19.7% | +201.2% | +200.9% |
| All | +194.7% | +75.4% | +119.3% | +121.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling