-31.0%
TRMB vs INVH
+1.1%
-32.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.6% | -21.0% | -18.0% |
| 7D | -15.7% | +3.1% | -18.8% | -16.2% |
| 30D | -7.8% | +5.8% | -13.5% | -9.2% |
| 3M | -9.3% | -8.5% | -0.8% | -6.5% |
| 6M | -20.8% | -1.3% | -19.5% | -19.8% |
| YTD | -30.8% | +2.6% | -33.3% | -30.4% |
| 1Y | -31.0% | +0.7% | -31.7% | -28.6% |
| All | -31.0% | +1.1% | -32.1% | -28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling