-31.5%
TSLL vs INVH
-6.2%
-25.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.2% | +2.5% |
| 7D | +33.0% | -3.3% | +36.3% | +28.6% |
| 30D | +7.7% | +0.2% | +7.5% | +8.1% |
| 3M | +34.7% | -9.5% | +44.2% | +23.8% |
| 6M | -31.5% | -4.3% | -27.2% | -32.5% |
| All | -31.5% | -6.2% | -25.4% | -32.5% |
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