+356.8%
TXN vs INVH
+75.4%
+281.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +4.0% | -3.0% | +7.0% | +5.4% |
| 30D | -2.9% | -7.5% | +4.7% | +0.4% |
| 3M | -9.1% | -5.5% | -3.6% | -7.5% |
| 6M | +36.6% | +11.7% | +24.9% | +28.6% |
| YTD | +57.5% | +1.3% | +56.1% | +54.5% |
| 1Y | +49.5% | -6.1% | +55.6% | +51.7% |
| 3Y | +76.5% | -9.8% | +86.3% | +80.7% |
| 5Y | +62.4% | -19.7% | +82.1% | +72.7% |
| All | +356.8% | +75.4% | +281.4% | +259.0% |
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