+31.3%
XLRE vs TCOM
+8.0%
+23.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.8% |
| 7D | -1.2% | -4.9% | +3.7% | -0.9% |
| 30D | -2.4% | -14.4% | +12.0% | -1.6% |
| 3M | -2.5% | -17.7% | +15.2% | -1.6% |
| 6M | +4.0% | -25.1% | +29.1% | +5.5% |
| YTD | +9.3% | -45.7% | +55.0% | +12.6% |
| 1Y | +5.6% | -47.9% | +53.4% | +9.0% |
| 3Y | +31.3% | +8.9% | +22.3% | +33.4% |
| All | +31.3% | +8.0% | +23.3% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling