+742.4%
TTMI vs INVH
+75.4%
+667.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.4% |
| 7D | +0.7% | -3.0% | +3.7% | +1.9% |
| 30D | -8.4% | -7.5% | -0.9% | -5.8% |
| 3M | -32.5% | -5.5% | -26.9% | -31.6% |
| 6M | +32.5% | +11.7% | +20.8% | +24.6% |
| YTD | +83.2% | +1.3% | +81.9% | +78.4% |
| 1Y | +161.7% | -6.1% | +167.7% | +162.6% |
| 3Y | +890.1% | -9.8% | +899.9% | +898.5% |
| 5Y | +832.4% | -19.7% | +852.1% | +876.6% |
| All | +742.4% | +75.4% | +667.0% | +588.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling