+14.0%
TFC vs XLRE
+8.4%
+5.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.6% |
| 7D | -2.4% | -1.2% | -1.3% | -1.5% |
| 30D | -3.4% | -2.4% | -1.0% | -1.5% |
| 3M | +0.4% | -2.5% | +2.9% | +2.4% |
| 6M | +12.7% | +4.0% | +8.7% | +9.0% |
| YTD | +5.6% | +9.3% | -3.7% | -2.1% |
| 1Y | +16.0% | +5.6% | +10.4% | +10.6% |
| 3Y | +94.0% | +31.3% | +62.7% | +53.9% |
| All | +14.0% | +8.4% | +5.6% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling