+36.7%
TMUS vs XLRE
+31.2%
+5.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +2.6% |
| 7D | +0.4% | -1.2% | +1.6% | +0.9% |
| 30D | +3.5% | -2.4% | +5.9% | +4.5% |
| 3M | -1.3% | -2.5% | +1.2% | -0.2% |
| 6M | -13.6% | +4.0% | -17.6% | -14.5% |
| YTD | -8.8% | +9.3% | -18.0% | -11.3% |
| 1Y | -22.9% | +5.6% | -28.5% | -24.1% |
| 3Y | +36.7% | +31.3% | +5.4% | +25.9% |
| All | +36.7% | +31.2% | +5.5% | +25.9% |
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 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