+25.3%
TRGP vs XLRE
+3.9%
+21.4%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -1.1% |
| 7D | -0.7% | -0.7% | 0.0% | -0.8% |
| 30D | +9.5% | -2.2% | +11.7% | +9.2% |
| 3M | +10.8% | -2.6% | +13.4% | +10.3% |
| 6M | +25.3% | +2.6% | +22.8% | +25.3% |
| All | +25.3% | +3.9% | +21.4% | +25.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling