+396.8%
TPR vs XLRE
+44.1%
+352.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | -1.1% | +0.1% | -1.3% | -1.2% |
| 30D | +15.1% | +6.0% | +9.1% | +9.4% |
| 3M | -13.4% | +0.5% | -14.0% | -14.1% |
| 6M | +1.4% | +1.2% | +0.1% | -0.3% |
| YTD | +4.8% | +12.6% | -7.8% | -6.0% |
| 1Y | +29.2% | +11.0% | +18.2% | +17.4% |
| All | +396.8% | +44.1% | +352.7% | +230.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling