+42.4%
TMUS vs INVH
-21.2%
+63.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.5% |
| 7D | -5.8% | -3.1% | -2.6% | -4.9% |
| 30D | -0.2% | -7.5% | +7.3% | +2.0% |
| 3M | -4.0% | -6.3% | +2.3% | -2.1% |
| 6M | -18.1% | +9.4% | -27.6% | -20.2% |
| YTD | -11.3% | +1.4% | -12.8% | -11.9% |
| 1Y | -24.7% | -4.1% | -20.6% | -24.1% |
| 3Y | +35.4% | -9.2% | +44.6% | +37.5% |
| 5Y | +42.4% | -19.6% | +62.1% | +50.5% |
| All | +42.4% | -21.2% | +63.7% | +50.5% |
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