+14.9%
TXT vs INVH
-20.2%
+35.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.3% |
| 7D | +2.4% | -3.0% | +5.4% | +3.8% |
| 30D | -8.9% | -7.5% | -1.4% | -5.9% |
| 3M | -13.6% | -5.5% | -8.1% | -11.7% |
| 6M | -13.1% | +11.7% | -24.8% | -17.5% |
| YTD | -7.0% | +1.3% | -8.4% | -8.1% |
| 1Y | -1.4% | -6.1% | +4.7% | +0.5% |
| 3Y | +6.9% | -9.8% | +16.7% | +9.8% |
| All | +14.9% | -20.2% | +35.0% | +25.0% |
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 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