+189.8%
TYL vs INVH
+72.9%
+116.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.2% |
| 7D | +0.8% | -0.9% | +1.8% | +1.2% |
| 30D | +21.1% | +1.2% | +20.0% | +20.7% |
| 3M | +28.9% | -10.4% | +39.3% | +34.8% |
| 6M | +42.0% | -3.6% | +45.6% | +44.3% |
| YTD | -6.6% | -0.1% | -6.5% | -6.8% |
| 1Y | -9.1% | -0.7% | -8.4% | -9.1% |
| 3Y | +1.8% | -4.6% | +6.4% | +1.4% |
| 5Y | -22.9% | -21.7% | -1.3% | -17.4% |
| All | +189.8% | +72.9% | +116.9% | +143.9% |
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 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