+901.2%
TSEM vs INVH
+79.4%
+821.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | +4.7% | -2.3% | +7.0% | +5.4% |
| 30D | -14.2% | -5.7% | -8.5% | -12.9% |
| 3M | -5.0% | -4.5% | -0.6% | -4.4% |
| 6M | +87.6% | +11.0% | +76.6% | +79.6% |
| YTD | +84.4% | +3.7% | +80.8% | +79.8% |
| 1Y | +235.4% | -2.8% | +238.3% | +233.3% |
| 3Y | +668.0% | -7.1% | +675.1% | +666.3% |
| 5Y | +644.7% | -19.4% | +664.2% | +671.0% |
| All | +901.2% | +79.4% | +821.8% | +696.9% |
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