+295.6%
TPR vs XLRE
+32.7%
+263.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.7% | -3.7% |
| 7D | -3.4% | -0.3% | -3.1% | -3.1% |
| 30D | -27.3% | -2.4% | -24.9% | -26.1% |
| 3M | -16.2% | +0.6% | -16.8% | -17.0% |
| 6M | -17.9% | +3.9% | -21.8% | -20.8% |
| YTD | -7.1% | +10.5% | -17.6% | -14.8% |
| 1Y | +13.6% | +8.4% | +5.2% | +5.8% |
| All | +295.6% | +32.7% | +263.0% | +212.4% |
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