+302.5%
TEL vs XLRE
+107.7%
+194.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.6% |
| 7D | -2.3% | -2.7% | +0.4% | -0.3% |
| 30D | -6.1% | -2.3% | -3.7% | -4.5% |
| 3M | +1.7% | -3.5% | +5.2% | +4.0% |
| 6M | +1.6% | +1.9% | -0.2% | +0.1% |
| YTD | -9.1% | +8.3% | -17.4% | -14.4% |
| 1Y | -1.7% | +6.4% | -8.1% | -6.3% |
| 3Y | +67.3% | +30.2% | +37.1% | +35.6% |
| 5Y | +52.1% | +8.6% | +43.5% | +40.3% |
| 10Y | +299.3% | +87.4% | +212.0% | +157.0% |
| All | +302.5% | +107.7% | +194.7% | +147.0% |
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