+84.4%
TSM vs INVH
-2.4%
+86.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.8% |
| 7D | +2.7% | -2.9% | +5.6% | +2.0% |
| 30D | +3.6% | -6.9% | +10.5% | +1.9% |
| 3M | -3.4% | -2.7% | -0.7% | -4.0% |
| 6M | +20.6% | +8.2% | +12.4% | +19.6% |
| YTD | +41.9% | +4.5% | +37.4% | +41.6% |
| 1Y | +84.4% | -2.3% | +86.7% | +81.1% |
| All | +84.4% | -2.4% | +86.8% | +81.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling