+1,676.7%
TSM vs INVH
+79.7%
+1,597.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.5% |
| 7D | +6.0% | -3.1% | +9.2% | +7.1% |
| 30D | +4.5% | -7.1% | +11.6% | +6.9% |
| 3M | +3.1% | -3.0% | +6.1% | +3.6% |
| 6M | +30.2% | +10.1% | +20.1% | +24.8% |
| YTD | +45.2% | +3.8% | +41.4% | +41.8% |
| 1Y | +79.6% | -2.1% | +81.7% | +78.5% |
| 3Y | +411.0% | -7.0% | +418.0% | +408.0% |
| 5Y | +290.7% | -20.6% | +311.3% | +307.3% |
| All | +1,676.7% | +79.7% | +1,597.0% | +1,375.0% |
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