-68.3%
TTD vs XLRE
+7.1%
-75.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +2.3% |
| 7D | -0.6% | -1.2% | +0.5% | -0.1% |
| 30D | +6.3% | -2.4% | +8.7% | +7.5% |
| 3M | -24.1% | -2.5% | -21.6% | -23.0% |
| 6M | -47.4% | +4.0% | -51.4% | -47.8% |
| YTD | -62.2% | +9.3% | -71.5% | -64.1% |
| 1Y | -68.3% | +5.6% | -73.9% | -68.6% |
| All | -68.3% | +7.1% | -75.5% | -68.6% |
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