+326.6%
TMO vs XLRE
+87.4%
+239.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.0% |
| 7D | 0.0% | -1.8% | +1.8% | +1.1% |
| 30D | +4.3% | -4.7% | +9.1% | +7.3% |
| 3M | +30.9% | -4.1% | +35.0% | +34.0% |
| 6M | +32.3% | +3.6% | +28.6% | +29.2% |
| YTD | +6.1% | +8.5% | -2.4% | +0.6% |
| 1Y | +28.4% | +5.3% | +23.1% | +24.0% |
| 3Y | +20.1% | +29.3% | -9.3% | +2.4% |
| 5Y | +10.6% | +8.4% | +2.2% | +3.5% |
| 10Y | +326.6% | +89.9% | +236.7% | +201.3% |
| All | +326.6% | +87.4% | +239.2% | +201.3% |
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