-28.2%
TYL vs INVH
-20.4%
-7.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.4% |
| 7D | -8.6% | -2.3% | -6.3% | -7.5% |
| 30D | +7.5% | -5.7% | +13.3% | +10.8% |
| 3M | +10.9% | -4.5% | +15.4% | +13.6% |
| 6M | -6.7% | +11.0% | -17.7% | -11.7% |
| YTD | -24.5% | +3.7% | -28.2% | -26.2% |
| 1Y | -38.6% | -2.8% | -35.8% | -38.0% |
| 3Y | -12.6% | -7.1% | -5.5% | -13.0% |
| 5Y | -28.2% | -19.4% | -8.8% | -20.0% |
| All | -28.2% | -20.4% | -7.8% | -20.0% |
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