+202.1%
TMUS vs INVH
+79.7%
+122.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -0.3% | -3.1% | +2.9% | +0.8% |
| 30D | +3.1% | -7.1% | +10.2% | +5.7% |
| 3M | +2.4% | -3.0% | +5.4% | +3.5% |
| 6M | -17.1% | +10.1% | -27.2% | -19.9% |
| YTD | -9.1% | +3.8% | -12.9% | -10.6% |
| 1Y | -23.6% | -2.1% | -21.5% | -23.4% |
| 3Y | +38.8% | -7.0% | +45.9% | +39.7% |
| 5Y | +43.0% | -20.6% | +63.5% | +50.6% |
| All | +202.1% | +79.7% | +122.4% | +138.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling