-16.7%
TLN vs INVH
-2.4%
-14.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.7% |
| 7D | +7.1% | -2.9% | +10.0% | +6.8% |
| 30D | -3.9% | -6.9% | +3.0% | -4.4% |
| 3M | -16.2% | -2.7% | -13.4% | -16.4% |
| 6M | -5.8% | +8.2% | -14.0% | -7.7% |
| YTD | -15.4% | +4.5% | -19.9% | -16.3% |
| 1Y | -16.7% | -2.3% | -14.4% | -17.2% |
| All | -16.7% | -2.4% | -14.3% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling