-37.2%
TSLL vs INVH
-5.2%
-32.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +5.0% |
| 7D | +0.5% | -2.5% | +3.0% | -1.8% |
| 30D | +2.7% | +0.7% | +2.0% | +3.6% |
| 3M | +26.3% | -8.8% | +35.0% | +17.9% |
| 6M | -37.2% | -5.0% | -32.1% | -38.5% |
| All | -37.2% | -5.2% | -32.0% | -38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling