+30.0%
TXG vs INVH
+20.3%
+9.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.4% |
| 7D | +9.5% | -3.0% | +12.5% | +11.5% |
| 30D | +18.8% | -7.5% | +26.3% | +24.5% |
| 3M | +136.1% | -5.5% | +141.6% | +142.4% |
| 6M | +235.2% | +11.7% | +223.5% | +208.8% |
| YTD | +320.5% | +1.3% | +319.2% | +309.9% |
| 1Y | +425.2% | -6.1% | +431.3% | +436.5% |
| 3Y | +42.9% | -9.8% | +52.7% | +49.0% |
| 5Y | -62.8% | -19.7% | -43.1% | -58.6% |
| All | +30.0% | +20.3% | +9.7% | +22.6% |
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