+201.8%
TMUS vs INVH
+80.8%
+121.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.2% | -3.4% |
| 7D | +0.1% | -2.9% | +3.0% | +1.1% |
| 30D | +5.3% | -6.9% | +12.2% | +7.8% |
| 3M | +3.1% | -2.7% | +5.8% | +4.1% |
| 6M | -16.5% | +8.2% | -24.7% | -18.8% |
| YTD | -9.2% | +4.5% | -13.6% | -10.9% |
| 1Y | -26.5% | -2.3% | -24.2% | -26.2% |
| 3Y | +39.0% | -7.3% | +46.3% | +40.1% |
| 5Y | +40.4% | -20.5% | +60.9% | +47.8% |
| All | +201.8% | +80.8% | +121.0% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling