+572.6%
TLN vs INVH
-9.6%
+582.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.3% | -3.0% | +1.7% | -0.9% |
| 30D | -14.3% | -7.5% | -6.8% | -13.3% |
| 3M | -9.3% | -5.5% | -3.8% | -8.7% |
| 6M | -1.1% | +11.7% | -12.8% | -4.2% |
| YTD | -16.6% | +1.3% | -17.9% | -17.5% |
| 1Y | -22.0% | -6.1% | -15.9% | -21.4% |
| 3Y | +470.2% | -9.8% | +479.9% | +498.2% |
| All | +572.6% | -9.6% | +582.2% | +603.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling