+351.3%
TRV vs XLRE
+107.7%
+243.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +1.0% |
| 7D | -1.5% | -2.7% | +1.2% | +0.2% |
| 30D | -1.8% | -2.3% | +0.5% | -0.4% |
| 3M | +21.6% | -3.5% | +25.1% | +24.2% |
| 6M | +22.5% | +1.9% | +20.6% | +21.0% |
| YTD | +28.1% | +8.3% | +19.8% | +21.8% |
| 1Y | +37.0% | +6.4% | +30.6% | +31.6% |
| 3Y | +141.9% | +30.2% | +111.7% | +102.2% |
| 5Y | +158.5% | +8.6% | +149.9% | +137.4% |
| 10Y | +297.5% | +87.4% | +210.2% | +157.2% |
| All | +351.3% | +107.7% | +243.6% | +179.4% |
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 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