-8.4%
TLT vs XLRE
+111.8%
-120.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | -0.3% | -2.4% | +2.1% | -0.2% |
| 3M | -1.7% | +0.6% | -2.3% | -1.8% |
| 6M | -4.9% | +3.9% | -8.8% | -5.0% |
| YTD | -2.8% | +10.5% | -13.3% | -3.1% |
| 1Y | -4.2% | +8.4% | -12.6% | -4.4% |
| 3Y | -1.1% | +32.8% | -33.9% | -1.4% |
| 5Y | -33.7% | +7.0% | -40.8% | -35.0% |
| 10Y | -20.7% | +83.8% | -104.5% | -19.3% |
| All | -8.4% | +111.8% | -120.2% | -4.5% |
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 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