-0.5%
TENB vs INVH
+49.8%
-50.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -5.9% | -6.0% |
| 7D | -12.1% | -3.0% | -9.1% | -10.5% |
| 30D | -18.6% | -7.5% | -11.1% | -15.0% |
| 3M | +12.1% | -5.5% | +17.6% | +15.5% |
| 6M | +46.8% | +11.7% | +35.1% | +36.7% |
| YTD | +28.0% | +1.3% | +26.6% | +25.3% |
| 1Y | -1.4% | -6.1% | +4.7% | +0.7% |
| 3Y | -33.9% | -9.8% | -24.2% | -32.9% |
| 5Y | -34.6% | -19.7% | -14.9% | -28.9% |
| All | -0.5% | +49.8% | -50.3% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling