-48.1%
TOST vs INVH
-17.5%
-30.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | -4.7% | -2.3% | -2.4% | -2.8% |
| 30D | -9.1% | -5.7% | -3.4% | -4.5% |
| 3M | +29.8% | -4.5% | +34.3% | +34.7% |
| 6M | +10.0% | +11.0% | -0.9% | -0.1% |
| YTD | -8.6% | +3.7% | -12.3% | -12.6% |
| 1Y | -20.7% | -2.8% | -17.9% | -19.8% |
| 3Y | +55.7% | -7.1% | +62.9% | +58.4% |
| All | -48.1% | -17.5% | -30.6% | -35.4% |
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 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