+10.6%
TMO vs INVH
-20.2%
+30.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.6% | -3.0% | +2.3% | +0.6% |
| 30D | +1.1% | -7.5% | +8.7% | +4.4% |
| 3M | +28.3% | -5.5% | +33.9% | +31.3% |
| 6M | +23.3% | +11.7% | +11.6% | +17.3% |
| YTD | +5.5% | +1.3% | +4.1% | +4.2% |
| 1Y | +24.5% | -6.1% | +30.6% | +27.1% |
| 3Y | +19.6% | -9.8% | +29.3% | +21.8% |
| All | +10.6% | -20.2% | +30.8% | +20.5% |
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