-45.7%
TOST vs INVH
-16.9%
-28.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.4% | -2.9% | -0.5% | -1.0% |
| 30D | -2.4% | -6.9% | +4.5% | +3.5% |
| 3M | +34.6% | -2.7% | +37.3% | +37.5% |
| 6M | +15.2% | +8.2% | +7.0% | +6.9% |
| YTD | -4.4% | +4.5% | -8.9% | -9.1% |
| 1Y | -17.4% | -2.3% | -15.1% | -16.8% |
| 3Y | +54.5% | -7.3% | +61.7% | +57.7% |
| All | -45.7% | -16.9% | -28.8% | -32.9% |
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