+345.7%
TD vs XLRE
+107.7%
+238.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.3% |
| 7D | -2.6% | -2.7% | +0.1% | -1.0% |
| 30D | -1.0% | -2.3% | +1.3% | +0.3% |
| 3M | +5.6% | -3.5% | +9.1% | +7.5% |
| 6M | +27.1% | +1.9% | +25.2% | +25.4% |
| YTD | +29.4% | +8.3% | +21.1% | +23.2% |
| 1Y | +60.7% | +6.4% | +54.3% | +54.4% |
| 3Y | +127.6% | +30.2% | +97.4% | +91.1% |
| 5Y | +125.4% | +8.6% | +116.8% | +107.8% |
| 10Y | +300.4% | +87.4% | +213.1% | +167.4% |
| All | +345.7% | +107.7% | +238.0% | +180.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling