+400.2%
TMO vs XLRE
+109.5%
+290.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | -0.6% | -1.2% | +0.5% | 0.0% |
| 30D | +1.1% | -2.4% | +3.5% | +2.6% |
| 3M | +28.3% | -2.5% | +30.8% | +30.1% |
| 6M | +23.3% | +4.0% | +19.3% | +20.2% |
| YTD | +5.5% | +9.3% | -3.8% | -0.4% |
| 1Y | +24.5% | +5.6% | +19.0% | +20.1% |
| 3Y | +19.6% | +31.3% | -11.7% | +1.2% |
| 5Y | +8.1% | +9.5% | -1.4% | +0.7% |
| 10Y | +336.7% | +89.0% | +247.8% | +198.2% |
| All | +400.2% | +109.5% | +290.7% | +227.9% |
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