+95.8%
TNA vs XLRE
+109.5%
-13.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | -0.8% |
| 7D | -7.3% | -1.2% | -6.1% | -4.8% |
| 30D | -14.2% | -2.4% | -11.8% | -9.6% |
| 3M | -4.6% | -2.5% | -2.1% | -0.9% |
| 6M | +36.9% | +4.0% | +33.0% | +24.3% |
| YTD | +42.5% | +9.3% | +33.3% | +15.9% |
| 1Y | +45.8% | +5.6% | +40.2% | +28.6% |
| 3Y | +104.7% | +31.3% | +73.4% | +24.9% |
| 5Y | -21.7% | +9.5% | -31.2% | -16.8% |
| 10Y | +83.8% | +89.0% | -5.2% | +4.3% |
| All | +95.8% | +109.5% | -13.7% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling