+41.8%
TGT vs XLRE
+31.2%
+10.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | -5.2% | -1.2% | -4.1% | -4.4% |
| 30D | +1.2% | -2.4% | +3.6% | +3.0% |
| 3M | +18.4% | -2.5% | +20.9% | +20.6% |
| 6M | +33.4% | +4.0% | +29.5% | +29.5% |
| YTD | +63.8% | +9.3% | +54.5% | +53.1% |
| 1Y | +77.2% | +5.6% | +71.6% | +69.7% |
| 3Y | +41.8% | +31.3% | +10.5% | +17.1% |
| All | +41.8% | +31.2% | +10.6% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling