+64.0%
TFC vs INVH
+79.7%
-15.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | +2.2% | -3.1% | +5.4% | +4.1% |
| 30D | -2.5% | -7.1% | +4.6% | +1.6% |
| 3M | +4.5% | -3.0% | +7.5% | +6.2% |
| 6M | +11.0% | +10.1% | +0.9% | +4.4% |
| YTD | +5.9% | +3.8% | +2.1% | +2.7% |
| 1Y | +14.6% | -2.1% | +16.7% | +14.6% |
| 3Y | +96.7% | -7.0% | +103.7% | +100.5% |
| 5Y | +15.6% | -20.6% | +36.2% | +26.6% |
| All | +64.0% | +79.7% | -15.7% | +26.4% |
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