+587.5%
TLN vs INVH
-7.5%
+595.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.7% | -1.8% |
| 7D | +5.8% | -2.3% | +8.1% | +6.2% |
| 30D | -6.9% | -5.7% | -1.1% | -6.0% |
| 3M | -10.9% | -4.5% | -6.4% | -10.4% |
| 6M | -4.6% | +11.0% | -15.6% | -7.4% |
| YTD | -14.7% | +3.7% | -18.4% | -16.0% |
| 1Y | -17.9% | -2.8% | -15.1% | -17.8% |
| 3Y | +483.9% | -7.1% | +491.0% | +509.1% |
| All | +587.5% | -7.5% | +595.0% | +616.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling