-28.0%
TYL vs XLRE
+8.1%
-36.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.4% |
| 7D | -7.6% | -0.3% | -7.3% | -7.4% |
| 30D | +11.3% | -2.4% | +13.7% | +13.4% |
| 3M | +14.5% | +0.6% | +13.9% | +14.2% |
| 6M | -7.1% | +3.9% | -11.1% | -10.2% |
| YTD | -23.4% | +10.5% | -33.9% | -29.5% |
| 1Y | -38.6% | +8.4% | -46.9% | -42.6% |
| 3Y | -11.3% | +32.8% | -44.1% | -31.8% |
| 5Y | -28.0% | +7.0% | -35.0% | -31.0% |
| All | -28.0% | +8.1% | -36.0% | -31.0% |
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 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