+25.8%
TXG vs INVH
+20.4%
+5.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | 0.0% |
| 7D | +5.0% | -3.1% | +8.1% | +7.0% |
| 30D | +13.5% | -7.5% | +21.0% | +18.9% |
| 3M | +128.0% | -6.3% | +134.3% | +135.3% |
| 6M | +224.4% | +9.4% | +215.0% | +202.7% |
| YTD | +307.0% | +1.4% | +305.6% | +296.5% |
| 1Y | +427.2% | -4.1% | +431.3% | +431.5% |
| 3Y | +40.2% | -9.2% | +49.4% | +45.6% |
| 5Y | -64.0% | -19.6% | -44.4% | -59.9% |
| All | +25.8% | +20.4% | +5.5% | +18.6% |
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 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