+4.6%
TXT vs INVH
-9.6%
+14.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | 0.0% |
| 7D | -0.2% | -3.1% | +2.9% | +1.0% |
| 30D | -10.2% | -7.5% | -2.7% | -7.6% |
| 3M | -13.3% | -6.3% | -7.0% | -11.3% |
| 6M | -14.4% | +9.4% | -23.8% | -17.7% |
| YTD | -9.1% | +1.4% | -10.5% | -10.1% |
| 1Y | -2.2% | -4.1% | +1.9% | -1.2% |
| All | +4.6% | -9.6% | +14.2% | +9.9% |
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