-21.8%
TYL vs INVH
-21.7%
-0.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | +0.5% | -2.5% | +3.1% | +1.9% |
| 30D | +25.2% | +0.7% | +24.5% | +24.9% |
| 3M | +31.8% | -8.8% | +40.5% | +38.1% |
| 6M | +36.3% | -5.0% | +41.3% | +40.0% |
| YTD | -6.3% | 0.0% | -6.3% | -6.6% |
| 1Y | -9.5% | -1.9% | -7.6% | -9.0% |
| 3Y | +1.6% | -5.0% | +6.6% | -0.7% |
| 5Y | -21.8% | -21.6% | -0.2% | -10.9% |
| All | -21.8% | -21.7% | -0.1% | -10.9% |
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 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