+167.6%
TSCO vs INVH
+75.4%
+92.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -5.7% | -3.0% | -2.7% | -4.6% |
| 30D | -8.8% | -7.5% | -1.2% | -6.1% |
| 3M | +6.3% | -5.5% | +11.9% | +8.6% |
| 6M | -32.3% | +11.7% | -44.0% | -34.9% |
| YTD | -32.7% | +1.3% | -34.0% | -33.2% |
| 1Y | -43.7% | -6.1% | -37.6% | -42.6% |
| 3Y | -19.7% | -9.8% | -9.9% | -17.5% |
| 5Y | -11.6% | -19.7% | +8.1% | -6.8% |
| All | +167.6% | +75.4% | +92.2% | +116.0% |
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 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