+158.8%
TYL vs XLRE
+116.9%
+41.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +4.3% | +2.1% | +2.2% | +3.0% |
| 30D | +28.0% | +7.1% | +20.8% | +22.9% |
| 3M | +32.3% | +1.3% | +31.1% | +31.4% |
| 6M | +29.9% | +2.1% | +27.8% | +28.3% |
| YTD | -7.1% | +13.1% | -20.3% | -14.0% |
| 1Y | -9.2% | +11.9% | -21.1% | -15.4% |
| 3Y | +0.7% | +43.7% | -43.0% | -19.9% |
| 5Y | -21.1% | +9.7% | -30.8% | -26.4% |
| 10Y | +180.8% | +113.0% | +67.8% | +89.1% |
| All | +158.8% | +116.9% | +41.9% | +70.8% |
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