+877.9%
TSEM vs INVH
+75.4%
+802.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | -4.9% | -3.0% | -1.9% | -4.0% |
| 30D | -18.7% | -7.5% | -11.2% | -17.0% |
| 3M | -18.1% | -5.5% | -12.6% | -17.3% |
| 6M | +77.1% | +11.7% | +65.4% | +69.2% |
| YTD | +80.1% | +1.3% | +78.8% | +76.8% |
| 1Y | +220.4% | -6.1% | +226.5% | +221.9% |
| 3Y | +650.1% | -9.8% | +659.8% | +654.9% |
| 5Y | +628.9% | -19.7% | +648.6% | +654.0% |
| All | +877.9% | +75.4% | +802.5% | +683.6% |
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