-72.0%
TTD vs XLRE
+14.1%
-86.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +1.3% |
| 7D | +3.7% | +7.1% | -3.4% | +0.5% |
| 30D | +10.4% | +10.9% | -0.5% | +5.5% |
| 3M | -31.6% | +0.7% | -32.3% | -32.1% |
| 6M | -45.1% | +4.1% | -49.2% | -45.7% |
| YTD | -65.1% | +14.5% | -79.7% | -67.4% |
| 1Y | -72.0% | +14.1% | -86.1% | -73.7% |
| All | -72.0% | +14.1% | -86.1% | -73.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling