-26.5%
TMF vs INVH
-4.7%
-21.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.7% |
| 7D | -4.8% | -3.1% | -1.6% | -3.8% |
| 30D | -4.9% | -7.5% | +2.6% | -2.6% |
| 3M | -13.4% | -6.3% | -7.1% | -11.7% |
| 6M | -23.0% | +9.4% | -32.5% | -25.0% |
| YTD | -20.2% | +1.4% | -21.6% | -21.8% |
| 1Y | -26.5% | -4.1% | -22.4% | -26.6% |
| All | -26.5% | -4.7% | -21.8% | -26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling