+59.6%
TXN vs INVH
-20.2%
+79.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +4.0% | -3.0% | +7.0% | +5.3% |
| 30D | -2.9% | -7.5% | +4.7% | +0.3% |
| 3M | -9.1% | -5.5% | -3.6% | -7.6% |
| 6M | +36.6% | +11.7% | +24.9% | +28.1% |
| YTD | +57.5% | +1.3% | +56.1% | +54.2% |
| 1Y | +49.5% | -6.1% | +55.6% | +51.6% |
| 3Y | +76.5% | -9.8% | +86.3% | +80.6% |
| All | +59.6% | -20.2% | +79.8% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling