+1,451.6%
TSEM vs XLRE
+107.7%
+1,343.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.5% |
| 7D | +0.9% | -2.7% | +3.6% | +2.3% |
| 30D | -16.6% | -2.3% | -14.3% | -15.7% |
| 3M | -10.9% | -3.5% | -7.4% | -10.1% |
| 6M | +78.0% | +1.9% | +76.2% | +74.4% |
| YTD | +77.2% | +8.3% | +68.9% | +67.9% |
| 1Y | +207.6% | +6.4% | +201.2% | +193.8% |
| 3Y | +637.8% | +30.2% | +607.6% | +531.6% |
| 5Y | +617.0% | +8.6% | +608.4% | +565.4% |
| 10Y | +1,270.7% | +87.4% | +1,183.3% | +858.7% |
| All | +1,451.6% | +107.7% | +1,343.9% | +916.9% |
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