-42.0%
TMF vs INVH
-7.6%
-34.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | -0.9% | -2.3% | +1.4% | +0.1% |
| 30D | -1.0% | -5.7% | +4.7% | +1.5% |
| 3M | -11.3% | -4.5% | -6.8% | -9.7% |
| 6M | -22.7% | +11.0% | -33.7% | -26.2% |
| YTD | -17.3% | +3.7% | -21.0% | -19.2% |
| 1Y | -22.5% | -2.8% | -19.6% | -22.0% |
| All | -42.0% | -7.6% | -34.4% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling