+132.3%
TT vs INVH
-21.7%
+154.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | +4.0% | -0.9% | +5.0% | +4.4% |
| 30D | -11.3% | +1.2% | -12.5% | -11.9% |
| 3M | -12.3% | -10.4% | -1.9% | -8.5% |
| 6M | -10.8% | -3.6% | -7.2% | -10.1% |
| YTD | +8.2% | -0.1% | +8.2% | +6.9% |
| 1Y | +1.5% | -0.7% | +2.1% | +0.4% |
| 3Y | +91.5% | -4.6% | +96.1% | +88.9% |
| All | +132.3% | -21.7% | +154.0% | +157.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling