+277.6%
TSM vs XLRE
+7.1%
+270.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.3% |
| 7D | +2.6% | -2.7% | +5.4% | +4.1% |
| 30D | +1.4% | -2.3% | +3.8% | +2.6% |
| 3M | +5.0% | -3.5% | +8.4% | +6.2% |
| 6M | +24.0% | +1.9% | +22.1% | +21.4% |
| YTD | +41.6% | +8.3% | +33.2% | +34.0% |
| 1Y | +66.2% | +6.4% | +59.8% | +58.6% |
| 3Y | +398.2% | +30.2% | +368.0% | +312.8% |
| 5Y | +277.6% | +8.6% | +269.0% | +255.1% |
| All | +277.6% | +7.1% | +270.5% | +255.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling