-9.1%
TYL vs XLRE
+11.5%
-20.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.8% | +0.8% | 0.0% | +0.3% |
| 30D | +21.1% | +6.9% | +14.2% | +17.0% |
| 3M | +28.9% | -0.8% | +29.7% | +28.9% |
| 6M | +42.0% | +2.1% | +39.9% | +41.2% |
| YTD | -6.6% | +12.6% | -19.2% | -12.0% |
| 1Y | -9.1% | +12.5% | -21.6% | -14.3% |
| All | -9.1% | +11.5% | -20.6% | -14.3% |
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