+123.5%
TYL vs XLRE
+112.0%
+11.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.6% |
| 7D | -3.7% | -1.2% | -2.4% | -2.9% |
| 30D | +18.7% | -2.8% | +21.5% | +20.7% |
| 3M | +18.1% | -0.2% | +18.3% | +18.5% |
| 6M | -1.1% | +1.9% | -3.1% | -2.5% |
| YTD | -19.8% | +10.6% | -30.4% | -24.7% |
| 1Y | -34.3% | +8.8% | -43.1% | -37.8% |
| 3Y | -8.2% | +31.5% | -39.8% | -23.0% |
| 5Y | -25.4% | +6.6% | -32.0% | -29.4% |
| 10Y | +115.6% | +84.0% | +31.6% | +56.0% |
| All | +123.5% | +112.0% | +11.5% | +49.5% |
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 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