-55.4%
TSLL vs INVH
-14.0%
-41.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.2% | -11.6% | -11.7% |
| 7D | +1.9% | -2.9% | +4.8% | +4.5% |
| 30D | +17.8% | -6.9% | +24.7% | +25.2% |
| 3M | -37.0% | -2.7% | -34.3% | -36.8% |
| 6M | -37.7% | +8.2% | -45.9% | -44.1% |
| YTD | -51.4% | +4.5% | -55.8% | -55.3% |
| 1Y | -23.4% | -2.3% | -21.0% | -25.1% |
| 3Y | -30.8% | -7.3% | -23.5% | -26.7% |
| All | -55.4% | -14.0% | -41.5% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling