+34.8%
TNA vs INVH
+75.4%
-40.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.2% |
| 7D | -7.3% | -3.0% | -4.3% | -3.0% |
| 30D | -14.2% | -7.5% | -6.6% | -4.2% |
| 3M | -4.6% | -5.5% | +1.0% | +2.0% |
| 6M | +36.9% | +11.7% | +25.2% | +13.2% |
| YTD | +42.5% | +1.3% | +41.2% | +33.5% |
| 1Y | +45.8% | -6.1% | +51.8% | +51.2% |
| 3Y | +104.7% | -9.8% | +114.4% | +132.8% |
| 5Y | -21.7% | -19.7% | -2.0% | +15.2% |
| All | +34.8% | +75.4% | -40.6% | -3.5% |
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 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