+108.1%
XLRE vs TDY
+602.0%
-493.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.4% |
| 7D | -1.2% | -1.1% | 0.0% | -0.8% |
| 30D | -2.4% | -12.0% | +9.6% | +2.2% |
| 3M | -2.5% | -3.2% | +0.7% | -1.7% |
| 6M | +4.0% | -7.9% | +11.8% | +6.4% |
| YTD | +9.3% | +18.2% | -8.9% | +1.3% |
| 1Y | +5.6% | +6.7% | -1.1% | +1.5% |
| 3Y | +31.3% | +47.5% | -16.3% | +9.8% |
| 5Y | +9.5% | +39.5% | -30.0% | -7.4% |
| 10Y | +89.0% | +477.2% | -388.2% | +7.6% |
| All | +108.1% | +602.0% | -493.9% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling