-33.8%
TRU vs INVH
-20.2%
-13.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -2.7% | -3.0% | +0.3% | -0.8% |
| 30D | -2.0% | -7.5% | +5.5% | +3.1% |
| 3M | +18.4% | -5.5% | +24.0% | +23.1% |
| 6M | +8.9% | +11.7% | -2.8% | +1.4% |
| YTD | -8.9% | +1.3% | -10.3% | -10.3% |
| 1Y | -15.9% | -6.1% | -9.8% | -12.8% |
| 3Y | -1.1% | -9.8% | +8.7% | +2.9% |
| All | -33.8% | -20.2% | -13.7% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling