+754.3%
TT vs INVH
+79.7%
+674.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +1.6% | -3.1% | +4.7% | +3.0% |
| 30D | -7.3% | -7.1% | -0.2% | -4.2% |
| 3M | -2.6% | -3.0% | +0.4% | -1.6% |
| 6M | +5.9% | +10.1% | -4.2% | +0.6% |
| YTD | +15.4% | +3.8% | +11.6% | +12.2% |
| 1Y | +8.2% | -2.1% | +10.3% | +8.0% |
| 3Y | +122.7% | -7.0% | +129.7% | +123.8% |
| 5Y | +145.0% | -20.6% | +165.5% | +162.8% |
| All | +754.3% | +79.7% | +674.6% | +542.9% |
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