-88.4%
TMF vs INVH
-21.2%
-67.2%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.7% |
| 7D | -4.8% | -3.1% | -1.6% | -3.7% |
| 30D | -4.9% | -7.5% | +2.6% | -2.3% |
| 3M | -13.4% | -6.3% | -7.1% | -11.5% |
| 6M | -23.0% | +9.4% | -32.5% | -25.5% |
| YTD | -20.2% | +1.4% | -21.6% | -21.0% |
| 1Y | -26.5% | -4.1% | -22.4% | -25.8% |
| 3Y | -45.2% | -9.2% | -36.0% | -44.4% |
| 5Y | -88.4% | -19.6% | -68.8% | -88.7% |
| All | -88.4% | -21.2% | -67.2% | -88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling