+45.8%
TNA vs XLRE
+7.1%
+38.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | -0.2% |
| 7D | -7.3% | -1.2% | -6.1% | -5.6% |
| 30D | -14.2% | -2.4% | -11.8% | -11.0% |
| 3M | -4.6% | -2.5% | -2.1% | -2.2% |
| 6M | +36.9% | +4.0% | +33.0% | +22.4% |
| YTD | +42.5% | +9.3% | +33.3% | +14.4% |
| 1Y | +45.8% | +5.6% | +40.2% | +20.6% |
| All | +45.8% | +7.1% | +38.6% | +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