+148.8%
TYL vs INVH
+80.8%
+68.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -3.7% | -2.9% | -0.8% | -2.5% |
| 30D | +18.7% | -6.9% | +25.7% | +22.2% |
| 3M | +18.1% | -2.7% | +20.8% | +19.5% |
| 6M | -1.1% | +8.2% | -9.3% | -4.4% |
| YTD | -19.8% | +4.5% | -24.3% | -21.5% |
| 1Y | -34.3% | -2.3% | -32.0% | -34.0% |
| 3Y | -8.2% | -7.3% | -0.9% | -7.6% |
| 5Y | -25.4% | -20.5% | -4.9% | -20.9% |
| All | +148.8% | +80.8% | +68.0% | +105.5% |
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