+42.4%
TMUS vs XLRE
+7.1%
+35.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -5.8% | -2.7% | -3.1% | -4.7% |
| 30D | -0.2% | -2.3% | +2.1% | +0.8% |
| 3M | -4.0% | -3.5% | -0.5% | -2.4% |
| 6M | -18.1% | +1.9% | -20.0% | -18.6% |
| YTD | -11.3% | +8.3% | -19.7% | -14.1% |
| 1Y | -24.7% | +6.4% | -31.1% | -26.6% |
| 3Y | +35.4% | +30.2% | +5.1% | +20.2% |
| 5Y | +42.4% | +8.6% | +33.8% | +37.1% |
| All | +42.4% | +7.1% | +35.3% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling