+1,653.3%
TSM vs INVH
+75.4%
+1,578.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +1.0% | -3.0% | +4.0% | +2.0% |
| 30D | +1.0% | -7.5% | +8.5% | +3.4% |
| 3M | +2.9% | -5.5% | +8.4% | +4.3% |
| 6M | +22.8% | +11.7% | +11.1% | +17.1% |
| YTD | +43.3% | +1.3% | +42.0% | +41.0% |
| 1Y | +69.2% | -6.1% | +75.3% | +70.6% |
| 3Y | +404.5% | -9.8% | +414.3% | +406.6% |
| 5Y | +282.2% | -19.7% | +301.9% | +296.3% |
| All | +1,653.3% | +75.4% | +1,578.0% | +1,367.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling