+4.1%
TSN vs INVH
+79.4%
-75.3%
-52.4%
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% | -1.0% |
| 7D | -7.3% | -2.3% | -5.0% | -6.5% |
| 30D | -8.6% | -5.7% | -2.9% | -6.7% |
| 3M | -7.5% | -4.5% | -3.1% | -6.0% |
| 6M | -14.1% | +11.0% | -25.1% | -17.2% |
| YTD | -9.4% | +3.7% | -13.1% | -10.9% |
| 1Y | -4.1% | -2.8% | -1.2% | -3.6% |
| 3Y | +10.3% | -7.1% | +17.5% | +11.2% |
| 5Y | -19.7% | -19.4% | -0.3% | -16.3% |
| All | +4.1% | +79.4% | -75.3% | -8.3% |
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