-37.2%
TYL vs XLRE
+7.2%
-44.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.9% |
| 7D | -8.6% | -0.7% | -7.9% | -8.2% |
| 30D | +7.5% | -2.2% | +9.8% | +8.8% |
| 3M | +10.9% | -2.6% | +13.6% | +12.6% |
| 6M | -6.7% | +2.6% | -9.3% | -7.4% |
| YTD | -24.5% | +9.3% | -33.8% | -28.1% |
| All | -37.2% | +7.2% | -44.4% | -39.5% |
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