+89.9%
XLRE vs TDY
+475.9%
-385.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -1.8% | -2.2% | +0.4% | -1.0% |
| 30D | -4.7% | -12.1% | +7.4% | -0.2% |
| 3M | -4.1% | -4.6% | +0.5% | -2.8% |
| 6M | +3.6% | -6.5% | +10.2% | +5.5% |
| YTD | +8.5% | +16.9% | -8.4% | +0.9% |
| 1Y | +5.3% | +7.3% | -2.0% | +0.9% |
| 3Y | +29.3% | +43.6% | -14.3% | +9.0% |
| 5Y | +8.4% | +38.4% | -30.0% | -8.3% |
| 10Y | +89.9% | +476.2% | -386.3% | +19.7% |
| All | +89.9% | +475.9% | -385.9% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling