-33.3%
TSLL vs INVH
-6.7%
-26.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.2% | -11.6% | -11.7% |
| 7D | +1.9% | -2.9% | +4.8% | +4.2% |
| 30D | +17.8% | -6.9% | +24.7% | +24.3% |
| 3M | -37.0% | -2.7% | -34.3% | -36.9% |
| 6M | -37.7% | +8.2% | -45.9% | -43.8% |
| YTD | -51.4% | +4.5% | -55.8% | -55.0% |
| 1Y | -23.4% | -2.3% | -21.0% | -24.2% |
| All | -33.3% | -6.7% | -26.5% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling