+120.1%
TSCO vs XLRE
+109.5%
+10.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -2.0% |
| 7D | -5.7% | -1.2% | -4.5% | -5.1% |
| 30D | -8.8% | -2.4% | -6.4% | -7.6% |
| 3M | +6.3% | -2.5% | +8.8% | +7.6% |
| 6M | -32.3% | +4.0% | -36.2% | -33.6% |
| YTD | -32.7% | +9.3% | -42.0% | -35.7% |
| 1Y | -43.7% | +5.6% | -49.3% | -45.2% |
| 3Y | -19.7% | +31.3% | -50.9% | -29.9% |
| 5Y | -11.6% | +9.5% | -21.2% | -16.8% |
| 10Y | +184.1% | +89.0% | +95.1% | +109.2% |
| All | +120.1% | +109.5% | +10.6% | +53.9% |
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