+32.8%
TMUS vs INVH
-9.6%
+42.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.5% |
| 7D | -5.8% | -3.1% | -2.6% | -5.0% |
| 30D | -0.2% | -7.5% | +7.3% | +1.8% |
| 3M | -4.0% | -6.3% | +2.3% | -2.3% |
| 6M | -18.1% | +9.4% | -27.6% | -19.7% |
| YTD | -11.3% | +1.4% | -12.8% | -11.7% |
| 1Y | -24.7% | -4.1% | -20.6% | -24.0% |
| All | +32.8% | -9.6% | +42.5% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling