+4.6%
TSLA vs INVH
-2.4%
+7.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.7% | -6.0% |
| 7D | +1.5% | -2.9% | +4.4% | +1.0% |
| 30D | +10.1% | -6.9% | +17.0% | +8.8% |
| 3M | -15.4% | -2.7% | -12.7% | -15.7% |
| 6M | -12.8% | +8.2% | -21.0% | -12.4% |
| YTD | -21.3% | +4.5% | -25.7% | -21.1% |
| 1Y | +4.6% | -2.3% | +6.9% | +6.3% |
| All | +4.6% | -2.4% | +7.0% | +6.3% |
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