-48.9%
TSLL vs INVH
-17.6%
-31.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +6.4% |
| 7D | +0.5% | -2.5% | +3.0% | +2.5% |
| 30D | +2.7% | +0.7% | +2.0% | +1.1% |
| 3M | +26.3% | -8.8% | +35.0% | +35.1% |
| 6M | -37.2% | -5.0% | -32.1% | -36.4% |
| YTD | -44.2% | 0.0% | -44.3% | -47.3% |
| 1Y | -44.0% | -1.9% | -42.1% | -46.1% |
| 3Y | 0.0% | -5.0% | +5.0% | +0.6% |
| All | -48.9% | -17.6% | -31.3% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling