-6.8%
TSN vs XLRE
+89.0%
-95.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.5% |
| 7D | +3.0% | -1.2% | +4.2% | +3.7% |
| 30D | -4.2% | -2.4% | -1.8% | -3.0% |
| 3M | -3.9% | -2.5% | -1.4% | -2.7% |
| 6M | -9.8% | +4.0% | -13.8% | -11.8% |
| YTD | -7.3% | +9.3% | -16.5% | -11.8% |
| 1Y | -2.2% | +5.6% | -7.8% | -5.3% |
| 3Y | +11.9% | +31.3% | -19.4% | -4.6% |
| 5Y | -16.9% | +9.5% | -26.5% | -23.0% |
| All | -6.8% | +89.0% | -95.8% | -38.1% |
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 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