+62.9%
TECK vs INVH
-9.7%
+72.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.8% | -3.0% | -0.9% | -2.9% |
| 30D | +0.7% | -7.5% | +8.3% | +3.1% |
| 3M | +4.6% | -5.5% | +10.1% | +6.0% |
| 6M | +25.1% | +11.7% | +13.4% | +18.5% |
| YTD | +39.2% | +1.3% | +37.8% | +36.6% |
| 1Y | +60.3% | -6.1% | +66.4% | +62.5% |
| 3Y | +62.9% | -9.8% | +72.7% | +79.7% |
| All | +62.9% | -9.7% | +72.6% | +79.7% |
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