+91.5%
TT vs INVH
-4.3%
+95.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | +4.0% | -0.9% | +5.0% | +4.3% |
| 30D | -11.3% | +1.2% | -12.5% | -11.7% |
| 3M | -12.3% | -10.4% | -1.9% | -9.8% |
| 6M | -10.8% | -3.6% | -7.2% | -10.4% |
| YTD | +8.2% | -0.1% | +8.2% | +7.3% |
| 1Y | +1.5% | -0.7% | +2.1% | +0.9% |
| 3Y | +91.5% | -4.6% | +96.1% | +92.4% |
| All | +91.5% | -4.3% | +95.8% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling