+80.5%
TSEM vs INVH
+1.1%
+79.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.6% | -12.4% | -6.4% |
| 7D | -23.1% | +3.1% | -26.2% | -21.4% |
| 30D | -40.4% | +5.8% | -46.2% | -38.1% |
| 3M | -37.9% | -8.5% | -29.4% | -39.7% |
| 6M | -30.8% | -1.3% | -29.5% | -30.9% |
| YTD | +26.7% | +2.6% | +24.1% | +28.6% |
| 1Y | +80.5% | +0.7% | +79.8% | +92.2% |
| All | +80.5% | +1.1% | +79.4% | +92.2% |
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