-14.9%
TSLQ vs INVH
+9.3%
-24.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +3.3% |
| 7D | +5.7% | -3.1% | +8.8% | +7.2% |
| 30D | -21.1% | -7.5% | -13.6% | -18.4% |
| 3M | -11.5% | -6.3% | -5.2% | -9.0% |
| 6M | -14.9% | +9.4% | -24.4% | -10.6% |
| All | -14.9% | +9.3% | -24.2% | -10.6% |
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 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