+201.4%
TRI vs XLRE
+109.5%
+91.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.3% |
| 7D | -7.9% | -1.2% | -6.7% | -7.3% |
| 30D | -4.5% | -2.4% | -2.1% | -3.2% |
| 3M | +22.1% | -2.5% | +24.6% | +24.0% |
| 6M | -2.8% | +4.0% | -6.7% | -4.6% |
| YTD | -23.4% | +9.3% | -32.7% | -26.9% |
| 1Y | -41.5% | +5.6% | -47.1% | -43.2% |
| 3Y | -19.2% | +31.3% | -50.5% | -30.3% |
| 5Y | -9.4% | +9.5% | -19.0% | -15.3% |
| 10Y | +195.6% | +89.0% | +106.6% | +109.6% |
| All | +201.4% | +109.5% | +91.9% | +100.5% |
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