-9.7%
TLT vs INVH
+79.4%
-89.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.6% |
| 7D | -0.3% | -2.3% | +2.0% | -0.3% |
| 30D | 0.0% | -5.7% | +5.7% | -0.1% |
| 3M | -2.9% | -4.5% | +1.6% | -2.9% |
| 6M | -6.3% | +11.0% | -17.2% | -6.2% |
| YTD | -3.3% | +3.7% | -7.0% | -3.3% |
| 1Y | -4.2% | -2.8% | -1.4% | -4.3% |
| 3Y | -1.7% | -7.1% | +5.5% | -1.8% |
| 5Y | -34.9% | -19.4% | -15.4% | -35.7% |
| All | -9.7% | +79.4% | -89.1% | -6.8% |
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