-97.2%
TSLQ vs INVH
-8.6%
-88.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.1% |
| 7D | -6.6% | -3.0% | -3.6% | -8.6% |
| 30D | -24.3% | -7.5% | -16.8% | -28.4% |
| 3M | -3.6% | -5.5% | +1.9% | -7.7% |
| 6M | -12.0% | +11.7% | -23.7% | -3.6% |
| YTD | +1.4% | +1.3% | 0.0% | +2.3% |
| 1Y | -43.6% | -6.1% | -37.5% | -47.5% |
| 3Y | -95.4% | -9.8% | -85.6% | -95.4% |
| All | -97.2% | -8.6% | -88.6% | -96.9% |
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