+296.4%
TTWO vs INVH
+75.4%
+221.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.4% | -3.0% | +3.4% | +1.2% |
| 30D | -11.3% | -7.5% | -3.8% | -9.4% |
| 3M | +1.6% | -5.5% | +7.1% | +3.0% |
| 6M | +2.1% | +11.7% | -9.6% | -1.7% |
| YTD | -15.8% | +1.3% | -17.2% | -16.8% |
| 1Y | -12.6% | -6.1% | -6.5% | -11.7% |
| 3Y | +48.2% | -9.8% | +58.0% | +49.7% |
| 5Y | +40.0% | -19.7% | +59.7% | +45.0% |
| All | +296.4% | +75.4% | +221.0% | +275.5% |
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