+427.3%
TPR vs XLRE
+112.0%
+315.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.7% |
| 7D | -2.3% | -1.2% | -1.1% | -1.2% |
| 30D | -23.0% | -2.8% | -20.2% | -21.2% |
| 3M | -12.5% | -0.2% | -12.3% | -12.8% |
| 6M | -21.4% | +1.9% | -23.4% | -23.0% |
| YTD | -3.5% | +10.6% | -14.1% | -12.5% |
| 1Y | +17.4% | +8.8% | +8.5% | +8.0% |
| 3Y | +291.3% | +31.5% | +259.7% | +198.5% |
| 5Y | +241.9% | +6.6% | +235.4% | +216.1% |
| 10Y | +322.7% | +84.0% | +238.6% | +149.9% |
| All | +427.3% | +112.0% | +315.3% | +192.0% |
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