-19.9%
TMUS vs XLRE
+11.7%
-31.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.6% |
| 7D | +9.0% | +2.9% | +6.2% | +7.8% |
| 30D | -3.2% | +7.8% | -11.0% | -5.9% |
| 3M | -6.9% | -1.2% | -5.7% | -5.4% |
| 6M | -16.4% | +2.0% | -18.5% | -15.7% |
| YTD | -19.6% | +12.4% | -32.1% | -20.6% |
| 1Y | -19.9% | +12.1% | -32.0% | -20.6% |
| All | -19.9% | +11.7% | -31.6% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling