+318.9%
TPR vs INVH
+80.8%
+238.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.3% | -2.9% | +0.6% | -0.5% |
| 30D | -23.0% | -6.9% | -16.1% | -19.6% |
| 3M | -12.5% | -2.7% | -9.8% | -11.5% |
| 6M | -21.4% | +8.2% | -29.6% | -25.9% |
| YTD | -3.5% | +4.5% | -8.0% | -7.4% |
| 1Y | +17.4% | -2.3% | +19.7% | +17.1% |
| 3Y | +291.3% | -7.3% | +298.5% | +293.2% |
| 5Y | +241.9% | -20.5% | +262.4% | +275.2% |
| All | +318.9% | +80.8% | +238.2% | +178.8% |
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