-21.2%
TSLL vs XLRE
+7.6%
-28.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +5.1% | -0.7% | +5.9% | +5.3% |
| 30D | +20.0% | -2.2% | +22.2% | +20.1% |
| 3M | -23.8% | -2.6% | -21.1% | -23.8% |
| 6M | -30.3% | +2.6% | -32.9% | -32.7% |
| YTD | -47.7% | +9.3% | -56.9% | -49.7% |
| 1Y | -21.2% | +7.2% | -28.4% | -24.6% |
| All | -21.2% | +7.6% | -28.8% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling