+33.4%
XLRE vs TLN
+602.5%
-569.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.8% | -0.2% |
| 7D | -0.3% | +10.9% | -11.2% | -0.8% |
| 30D | -2.4% | -6.3% | +3.9% | -2.2% |
| 3M | +0.6% | -10.7% | +11.3% | +0.8% |
| 6M | +3.9% | +1.6% | +2.3% | +3.3% |
| YTD | +10.5% | -13.1% | +23.6% | +10.4% |
| 1Y | +8.4% | -15.1% | +23.4% | +8.3% |
| 3Y | +32.8% | +495.0% | -462.2% | +12.6% |
| All | +33.4% | +602.5% | -569.1% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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