+167.6%
TRI vs INVH
+75.4%
+92.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -7.9% | -3.0% | -4.9% | -6.8% |
| 30D | -4.5% | -7.5% | +3.0% | -1.7% |
| 3M | +22.1% | -5.5% | +27.6% | +25.0% |
| 6M | -2.8% | +11.7% | -14.5% | -6.4% |
| YTD | -23.4% | +1.3% | -24.7% | -23.8% |
| 1Y | -41.5% | -6.1% | -35.5% | -40.3% |
| 3Y | -19.2% | -9.8% | -9.4% | -17.3% |
| 5Y | -9.4% | -19.7% | +10.3% | -4.7% |
| All | +167.6% | +75.4% | +92.2% | +118.2% |
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