+69.0%
TPG vs INVH
-26.0%
+95.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -9.4% | -3.0% | -6.4% | -7.8% |
| 30D | -5.3% | -7.5% | +2.3% | -0.8% |
| 3M | +12.9% | -5.5% | +18.4% | +16.4% |
| 6M | +20.1% | +11.7% | +8.4% | +11.6% |
| YTD | -22.5% | +1.3% | -23.8% | -23.6% |
| 1Y | -19.7% | -6.1% | -13.6% | -17.3% |
| 3Y | +81.2% | -9.8% | +91.0% | +86.5% |
| All | +69.0% | -26.0% | +95.0% | +98.1% |
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