+47.5%
TSN vs XLRE
+109.5%
-62.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | -7.3% | -0.7% | -6.6% | -7.0% |
| 30D | -8.6% | -2.2% | -6.4% | -7.6% |
| 3M | -7.5% | -2.6% | -4.9% | -6.3% |
| 6M | -14.1% | +2.6% | -16.7% | -15.4% |
| YTD | -9.4% | +9.3% | -18.7% | -13.7% |
| 1Y | -4.1% | +7.2% | -11.3% | -7.7% |
| 3Y | +10.3% | +31.3% | -21.0% | -5.3% |
| 5Y | -19.7% | +8.1% | -27.9% | -24.8% |
| 10Y | -7.0% | +88.9% | -95.9% | -33.9% |
| All | +47.5% | +109.5% | -62.0% | +2.5% |
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