-52.0%
TSLL vs INVH
-14.6%
-37.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +5.1% | -2.3% | +7.4% | +7.2% |
| 30D | +20.0% | -5.7% | +25.7% | +26.1% |
| 3M | -23.8% | -4.5% | -19.3% | -21.7% |
| 6M | -30.3% | +11.0% | -41.2% | -39.2% |
| YTD | -47.7% | +3.7% | -51.3% | -51.6% |
| 1Y | -21.2% | -2.8% | -18.3% | -22.7% |
| 3Y | -26.9% | -7.1% | -19.7% | -22.7% |
| All | -52.0% | -14.6% | -37.4% | -46.4% |
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