+309.3%
TEL vs XLRE
+89.0%
+220.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.0% |
| 7D | +1.6% | -1.2% | +2.7% | +2.5% |
| 30D | -0.7% | -2.4% | +1.7% | +1.1% |
| 3M | +2.4% | -2.5% | +4.9% | +4.0% |
| 6M | +4.1% | +4.0% | +0.2% | +1.0% |
| YTD | -5.8% | +9.3% | -15.1% | -12.0% |
| 1Y | +0.9% | +5.6% | -4.7% | -3.4% |
| 3Y | +72.6% | +31.3% | +41.3% | +38.5% |
| 5Y | +57.5% | +9.5% | +48.0% | +44.2% |
| All | +309.3% | +89.0% | +220.3% | +165.5% |
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