+570.0%
TLN vs INVH
-9.6%
+579.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.2% |
| 7D | +2.0% | -3.1% | +5.1% | +2.5% |
| 30D | -12.9% | -7.5% | -5.5% | -11.9% |
| 3M | -7.4% | -6.3% | -1.2% | -6.7% |
| 6M | -6.0% | +9.4% | -15.5% | -8.6% |
| YTD | -16.9% | +1.4% | -18.3% | -17.8% |
| 1Y | -22.6% | -4.1% | -18.5% | -22.4% |
| 3Y | +469.0% | -9.2% | +478.2% | +495.8% |
| All | +570.0% | -9.6% | +579.6% | +600.4% |
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 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