-80.2%
TMF vs INVH
+75.5%
-155.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.4% |
| 7D | -4.8% | -3.1% | -1.6% | -4.8% |
| 30D | -4.9% | -7.5% | +2.6% | -4.9% |
| 3M | -13.4% | -6.3% | -7.1% | -13.4% |
| 6M | -23.0% | +9.4% | -32.5% | -22.9% |
| YTD | -20.2% | +1.4% | -21.6% | -20.2% |
| 1Y | -26.5% | -4.1% | -22.4% | -26.6% |
| 3Y | -45.2% | -9.2% | -36.0% | -45.4% |
| 5Y | -88.4% | -19.6% | -68.8% | -88.9% |
| All | -80.2% | +75.5% | -155.7% | -78.4% |
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 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