-3.3%
TSLL vs XLRE
+42.8%
-46.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.5% | +9.5% | +8.9% |
| 7D | -14.3% | +2.3% | -16.6% | -16.7% |
| 30D | -6.2% | +7.3% | -13.4% | -15.2% |
| 3M | +21.2% | +0.1% | +21.1% | +21.3% |
| 6M | -36.6% | +2.3% | -38.8% | -40.0% |
| YTD | -47.8% | +13.3% | -61.1% | -59.1% |
| 1Y | -45.2% | +12.0% | -57.2% | -56.2% |
| 3Y | -3.3% | +45.5% | -48.7% | -42.1% |
| All | -3.3% | +42.8% | -46.1% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling