+2,113.6%
TSLA vs INVH
+79.4%
+2,034.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +3.0% | -2.3% | +5.3% | +4.3% |
| 30D | +11.2% | -5.7% | +16.9% | +14.8% |
| 3M | -7.3% | -4.5% | -2.8% | -5.4% |
| 6M | -7.7% | +11.0% | -18.7% | -14.4% |
| YTD | -18.2% | +3.7% | -21.9% | -21.4% |
| 1Y | +6.0% | -2.8% | +8.9% | +5.4% |
| 3Y | +48.0% | -7.1% | +55.2% | +50.2% |
| 5Y | +46.2% | -19.4% | +65.6% | +59.8% |
| All | +2,113.6% | +79.4% | +2,034.2% | +1,568.0% |
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