-79.1%
TMF vs INVH
+80.8%
-159.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.4% | -2.9% | +1.5% | -1.5% |
| 30D | -2.8% | -6.9% | +4.1% | -2.9% |
| 3M | -10.9% | -2.7% | -8.2% | -10.9% |
| 6M | -21.3% | +8.2% | -29.5% | -21.3% |
| YTD | -15.9% | +4.5% | -20.3% | -15.9% |
| 1Y | -15.7% | -2.3% | -13.4% | -15.9% |
| 3Y | -43.4% | -7.3% | -36.1% | -43.7% |
| 5Y | -87.8% | -20.5% | -67.3% | -88.4% |
| All | -79.1% | +80.8% | -159.9% | -77.2% |
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 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