+93.7%
TFC vs INVH
-9.6%
+103.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +1.4% |
| 7D | -2.5% | -3.1% | +0.6% | -0.9% |
| 30D | -2.8% | -7.5% | +4.7% | +0.9% |
| 3M | +2.1% | -6.3% | +8.4% | +5.3% |
| 6M | +10.1% | +9.4% | +0.7% | +4.6% |
| YTD | +5.4% | +1.4% | +4.0% | +4.0% |
| 1Y | +16.3% | -4.1% | +20.4% | +18.2% |
| All | +93.7% | -9.6% | +103.3% | +98.1% |
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