+537.0%
TDG vs XLRE
+89.0%
+447.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.5% |
| 7D | -1.9% | -1.2% | -0.7% | -0.9% |
| 30D | -7.7% | -2.4% | -5.3% | -5.9% |
| 3M | -9.3% | -2.5% | -6.8% | -7.8% |
| 6M | -9.4% | +4.0% | -13.4% | -12.5% |
| YTD | -14.3% | +9.3% | -23.5% | -20.7% |
| 1Y | -11.8% | +5.6% | -17.4% | -16.3% |
| 3Y | +52.0% | +31.3% | +20.7% | +16.3% |
| 5Y | +128.8% | +9.5% | +119.3% | +104.5% |
| All | +537.0% | +89.0% | +447.9% | +301.2% |
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