+890.1%
TTMI vs XLRE
+31.2%
+858.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +2.8% |
| 7D | +0.7% | -1.2% | +1.8% | +1.5% |
| 30D | -8.4% | -2.4% | -6.0% | -7.0% |
| 3M | -32.5% | -2.5% | -30.0% | -32.2% |
| 6M | +32.5% | +4.0% | +28.5% | +26.0% |
| YTD | +83.2% | +9.3% | +74.0% | +67.4% |
| 1Y | +161.7% | +5.6% | +156.1% | +145.6% |
| 3Y | +890.1% | +31.3% | +858.9% | +611.0% |
| All | +890.1% | +31.2% | +858.9% | +611.0% |
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