-48.9%
TOST vs INVH
-19.3%
-29.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | +0.3% |
| 7D | -5.9% | -3.1% | -2.7% | -3.3% |
| 30D | -8.4% | -7.5% | -0.9% | -2.3% |
| 3M | +31.4% | -6.3% | +37.7% | +38.6% |
| 6M | +10.5% | +9.4% | +1.1% | +1.5% |
| YTD | -10.1% | +1.4% | -11.5% | -12.3% |
| 1Y | -19.9% | -4.1% | -15.9% | -18.2% |
| 3Y | +53.3% | -9.2% | +62.5% | +58.8% |
| All | -48.9% | -19.3% | -29.6% | -35.3% |
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