+303.8%
TD vs XLRE
+89.0%
+214.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.2% |
| 7D | -0.5% | -1.2% | +0.6% | +0.1% |
| 30D | -1.9% | -2.4% | +0.5% | -0.6% |
| 3M | +4.8% | -2.5% | +7.2% | +6.0% |
| 6M | +28.0% | +4.0% | +24.0% | +24.8% |
| YTD | +30.3% | +9.3% | +21.0% | +23.3% |
| 1Y | +59.8% | +5.6% | +54.2% | +54.1% |
| 3Y | +124.7% | +31.3% | +93.4% | +87.2% |
| 5Y | +127.0% | +9.5% | +117.4% | +107.9% |
| All | +303.8% | +89.0% | +214.8% | +171.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 10y: compounded portfolio wealth divided by compounded XLRE 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…
10y analysis · Full analysis span regression · 6 months rolling