+236.2%
TEL vs INVH
+75.4%
+160.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +1.6% | -3.0% | +4.6% | +3.1% |
| 30D | -0.7% | -7.5% | +6.9% | +3.1% |
| 3M | +2.4% | -5.5% | +8.0% | +4.9% |
| 6M | +4.1% | +11.7% | -7.6% | -2.2% |
| YTD | -5.8% | +1.3% | -7.2% | -7.5% |
| 1Y | +0.9% | -6.1% | +7.0% | +2.7% |
| 3Y | +72.6% | -9.8% | +82.4% | +75.9% |
| 5Y | +57.5% | -19.7% | +77.2% | +68.7% |
| All | +236.2% | +75.4% | +160.8% | +154.8% |
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 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