+203.1%
TMUS vs INVH
+75.4%
+127.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +0.4% | -3.0% | +3.4% | +1.5% |
| 30D | +3.5% | -7.5% | +11.1% | +6.3% |
| 3M | -1.3% | -5.5% | +4.2% | +0.6% |
| 6M | -13.6% | +11.7% | -25.3% | -17.0% |
| YTD | -8.8% | +1.3% | -10.1% | -9.6% |
| 1Y | -22.9% | -6.1% | -16.8% | -21.6% |
| 3Y | +36.7% | -9.8% | +46.5% | +39.0% |
| 5Y | +46.6% | -19.7% | +66.3% | +53.6% |
| All | +203.1% | +75.4% | +127.8% | +141.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling