+727.8%
TTMI vs INVH
+79.4%
+648.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | +7.5% | -2.3% | +9.8% | +8.5% |
| 30D | -4.5% | -5.7% | +1.2% | -2.4% |
| 3M | -28.5% | -4.5% | -24.1% | -27.9% |
| 6M | +28.4% | +11.0% | +17.4% | +21.1% |
| YTD | +80.1% | +3.7% | +76.4% | +73.7% |
| 1Y | +161.0% | -2.8% | +163.9% | +158.1% |
| 3Y | +862.4% | -7.1% | +869.6% | +859.2% |
| 5Y | +812.9% | -19.4% | +832.4% | +856.2% |
| All | +727.8% | +79.4% | +648.3% | +570.5% |
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