-25.1%
TGT vs INVH
-20.2%
-4.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -5.2% | -3.0% | -2.2% | -3.9% |
| 30D | +1.2% | -7.5% | +8.7% | +4.9% |
| 3M | +18.4% | -5.5% | +23.9% | +21.5% |
| 6M | +33.4% | +11.7% | +21.7% | +26.1% |
| YTD | +63.8% | +1.3% | +62.5% | +61.5% |
| 1Y | +77.2% | -6.1% | +83.2% | +81.2% |
| 3Y | +41.8% | -9.8% | +51.5% | +45.5% |
| All | -25.1% | -20.2% | -4.9% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling