+240.8%
TWLO vs INVH
-9.7%
+250.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.6% |
| 7D | -2.4% | -3.0% | +0.6% | -1.7% |
| 30D | -7.8% | -7.5% | -0.3% | -6.2% |
| 3M | +10.0% | -5.5% | +15.6% | +11.3% |
| 6M | +79.5% | +11.7% | +67.8% | +72.9% |
| YTD | +59.8% | +1.3% | +58.5% | +58.0% |
| 1Y | +121.7% | -6.1% | +127.8% | +125.3% |
| 3Y | +240.8% | -9.8% | +250.6% | +235.9% |
| All | +240.8% | -9.7% | +250.5% | +235.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling