+2,474.9%
TSM vs XLRE
+111.8%
+2,363.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +6.0% | -0.3% | +6.4% | +6.2% |
| 30D | +4.5% | -2.4% | +6.9% | +5.8% |
| 3M | +3.1% | +0.6% | +2.5% | +2.1% |
| 6M | +30.2% | +3.9% | +26.3% | +26.4% |
| YTD | +45.2% | +10.5% | +34.7% | +36.3% |
| 1Y | +79.6% | +8.4% | +71.2% | +70.1% |
| 3Y | +411.0% | +32.8% | +378.2% | +325.7% |
| 5Y | +290.7% | +7.0% | +283.7% | +264.7% |
| 10Y | +1,753.6% | +83.8% | +1,669.8% | +1,169.5% |
| All | +2,474.9% | +111.8% | +2,363.0% | +1,544.1% |
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 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