-51.9%
TSLL vs INVH
-14.5%
-37.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.6% | +8.5% | +8.4% |
| 7D | +5.8% | -3.1% | +8.9% | +8.7% |
| 30D | +21.7% | -7.1% | +28.8% | +29.5% |
| 3M | -28.2% | -3.0% | -25.3% | -27.4% |
| 6M | -29.5% | +10.1% | -39.6% | -37.9% |
| YTD | -47.5% | +3.8% | -51.4% | -51.6% |
| 1Y | -20.8% | -2.1% | -18.7% | -23.0% |
| 3Y | -26.7% | -7.0% | -19.7% | -22.6% |
| All | -51.9% | -14.5% | -37.5% | -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 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