-47.2%
TSLL vs XLRE
+16.3%
-63.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +4.1% |
| 7D | +33.0% | +0.1% | +32.8% | +32.8% |
| 30D | +7.7% | +6.0% | +1.7% | -1.4% |
| 3M | +34.7% | +0.5% | +34.2% | +33.8% |
| 6M | -31.5% | +1.2% | -32.7% | -34.4% |
| YTD | -42.4% | +12.6% | -54.9% | -54.0% |
| 1Y | -39.7% | +11.0% | -50.7% | -50.7% |
| 3Y | +3.4% | +43.0% | -39.6% | -40.9% |
| All | -47.2% | +16.3% | -63.5% | -55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling