+52.1%
TMUS vs XLRE
+8.8%
+43.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.4% |
| 7D | +6.5% | +0.1% | +6.4% | +6.5% |
| 30D | +11.3% | +6.0% | +5.2% | +8.7% |
| 3M | -2.9% | +0.5% | -3.4% | -3.1% |
| 6M | -10.5% | +1.2% | -11.8% | -10.9% |
| YTD | -14.4% | +12.6% | -27.0% | -18.4% |
| 1Y | -17.9% | +11.0% | -28.9% | -21.3% |
| 3Y | +21.9% | +43.0% | -21.1% | +4.1% |
| 5Y | +52.1% | +9.1% | +43.0% | +47.5% |
| All | +52.1% | +8.8% | +43.3% | +47.5% |
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