+97.2%
TJX vs INVH
-20.2%
+117.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -4.6% | -3.0% | -1.6% | -3.7% |
| 30D | -17.2% | -7.5% | -9.6% | -15.1% |
| 3M | -24.9% | -5.5% | -19.4% | -23.6% |
| 6M | -19.7% | +11.7% | -31.4% | -22.6% |
| YTD | -17.2% | +1.3% | -18.5% | -17.9% |
| 1Y | -9.4% | -6.1% | -3.3% | -8.0% |
| 3Y | +43.1% | -9.8% | +52.8% | +45.3% |
| All | +97.2% | -20.2% | +117.4% | +113.7% |
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