+603.3%
TXN vs XLRE
+109.5%
+493.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +3.0% | +3.3% |
| 7D | +4.0% | -1.2% | +5.1% | +4.8% |
| 30D | -2.9% | -2.4% | -0.4% | -1.4% |
| 3M | -9.1% | -2.5% | -6.6% | -8.3% |
| 6M | +36.6% | +4.0% | +32.7% | +32.2% |
| YTD | +57.5% | +9.3% | +48.2% | +47.2% |
| 1Y | +49.5% | +5.6% | +43.9% | +42.9% |
| 3Y | +76.5% | +31.3% | +45.3% | +45.6% |
| 5Y | +62.4% | +9.5% | +52.8% | +49.4% |
| 10Y | +429.7% | +89.0% | +340.7% | +251.2% |
| All | +603.3% | +109.5% | +493.8% | +343.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling