+71.0%
TXT vs INVH
+79.7%
-8.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -0.2% | -3.1% | +2.9% | +1.5% |
| 30D | -11.1% | -7.1% | -4.0% | -7.6% |
| 3M | -13.0% | -3.0% | -10.0% | -11.9% |
| 6M | -16.2% | +10.1% | -26.3% | -20.8% |
| YTD | -8.7% | +3.8% | -12.6% | -11.2% |
| 1Y | -3.8% | -2.1% | -1.7% | -3.8% |
| 3Y | +5.5% | -7.0% | +12.5% | +6.7% |
| 5Y | +12.3% | -20.6% | +32.9% | +22.0% |
| All | +71.0% | +79.7% | -8.6% | +28.2% |
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