-48.1%
TOST vs XLRE
+9.5%
-57.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -1.1% |
| 7D | -4.7% | -0.7% | -3.9% | -3.8% |
| 30D | -9.1% | -2.2% | -6.8% | -6.5% |
| 3M | +29.8% | -2.6% | +32.4% | +33.8% |
| 6M | +10.0% | +2.6% | +7.5% | +5.1% |
| YTD | -8.6% | +9.3% | -17.9% | -20.1% |
| 1Y | -20.7% | +7.2% | -27.9% | -28.9% |
| 3Y | +55.7% | +31.3% | +24.4% | +4.1% |
| All | -48.1% | +9.5% | -57.6% | -51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling