+91.5%
TT vs XLRE
+44.1%
+47.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | +4.0% | +0.8% | +3.2% | +3.6% |
| 30D | -11.3% | +6.9% | -18.3% | -14.3% |
| 3M | -12.3% | -0.8% | -11.5% | -11.9% |
| 6M | -10.8% | +2.1% | -12.9% | -12.2% |
| YTD | +8.2% | +12.6% | -4.5% | +1.0% |
| 1Y | +1.5% | +12.5% | -11.0% | -5.2% |
| 3Y | +91.5% | +44.2% | +47.3% | +65.0% |
| All | +91.5% | +44.1% | +47.3% | +65.0% |
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