+93.8%
TRMB vs INVH
+79.4%
+14.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -2.9% | -2.3% | -0.6% | -1.7% |
| 30D | -1.8% | -5.7% | +3.9% | +1.3% |
| 3M | +8.4% | -4.5% | +12.9% | +11.1% |
| 6M | -18.5% | +11.0% | -29.5% | -23.2% |
| YTD | -26.7% | +3.7% | -30.4% | -28.7% |
| 1Y | -28.3% | -2.8% | -25.5% | -27.8% |
| 3Y | +12.6% | -7.1% | +19.7% | +14.8% |
| 5Y | -38.7% | -19.4% | -19.3% | -33.1% |
| All | +93.8% | +79.4% | +14.4% | +53.4% |
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