-23.4%
TSLL vs INVH
-4.7%
-18.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -3.1% |
| 7D | -7.3% | -3.1% | -4.2% | -8.3% |
| 30D | +15.8% | -7.5% | +23.2% | +12.9% |
| 3M | -19.5% | -6.3% | -13.2% | -20.8% |
| 6M | -32.1% | +9.4% | -41.5% | -31.4% |
| YTD | -48.9% | +1.4% | -50.3% | -49.1% |
| 1Y | -23.4% | -4.1% | -19.3% | -23.4% |
| All | -23.4% | -4.7% | -18.7% | -23.4% |
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 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