-79.9%
TTD vs XLRE
+8.4%
-88.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +1.7% |
| 7D | -0.6% | -1.2% | +0.5% | +0.7% |
| 30D | +6.3% | -2.4% | +8.7% | +9.3% |
| 3M | -24.1% | -2.5% | -21.6% | -21.9% |
| 6M | -47.4% | +4.0% | -51.4% | -50.1% |
| YTD | -62.2% | +9.3% | -71.5% | -66.4% |
| 1Y | -68.3% | +5.6% | -73.9% | -70.7% |
| 3Y | -83.4% | +31.3% | -114.7% | -88.9% |
| All | -79.9% | +8.4% | -88.3% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling