+354.2%
TPR vs INVH
+72.9%
+281.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.6% |
| 7D | -0.3% | -0.9% | +0.6% | +0.3% |
| 30D | +15.1% | +1.2% | +13.9% | +14.2% |
| 3M | +3.5% | -10.4% | +13.9% | +10.8% |
| 6M | +0.4% | -3.6% | +4.1% | +2.0% |
| YTD | +4.6% | -0.1% | +4.7% | +3.1% |
| 1Y | +33.1% | -0.7% | +33.8% | +31.3% |
| 3Y | +396.0% | -4.6% | +400.6% | +387.9% |
| 5Y | +230.3% | -21.7% | +251.9% | +264.9% |
| All | +354.2% | +72.9% | +281.3% | +210.5% |
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