-32.3%
TSCO vs XLRE
+3.1%
-35.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -2.1% |
| 7D | -5.7% | -1.2% | -4.5% | -4.9% |
| 30D | -8.8% | -2.4% | -6.4% | -7.2% |
| 3M | +6.3% | -2.5% | +8.8% | +8.1% |
| 6M | -32.3% | +4.0% | -36.2% | -34.2% |
| All | -32.3% | +3.1% | -35.4% | -34.2% |
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