+296.2%
TRV vs INVH
+75.4%
+220.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +1.9% | -3.0% | +4.9% | +3.3% |
| 30D | +1.7% | -7.5% | +9.2% | +5.2% |
| 3M | +23.9% | -5.5% | +29.4% | +26.9% |
| 6M | +26.3% | +11.7% | +14.6% | +19.9% |
| YTD | +30.8% | +1.3% | +29.5% | +29.2% |
| 1Y | +36.3% | -6.1% | +42.4% | +39.2% |
| 3Y | +145.0% | -9.8% | +154.8% | +150.7% |
| 5Y | +163.9% | -19.7% | +183.6% | +177.8% |
| All | +296.2% | +75.4% | +220.9% | +208.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling