+86.6%
XLRE vs TMF
-86.4%
+173.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.7% |
| 7D | -2.7% | -4.8% | +2.1% | -2.6% |
| 30D | -2.3% | -4.9% | +2.6% | -2.2% |
| 3M | -3.5% | -13.4% | +9.9% | -3.1% |
| 6M | +1.9% | -23.0% | +24.9% | +2.5% |
| YTD | +8.3% | -20.2% | +28.5% | +9.0% |
| 1Y | +6.4% | -26.5% | +32.9% | +7.2% |
| 3Y | +30.2% | -45.2% | +75.4% | +30.8% |
| 5Y | +8.6% | -88.4% | +97.0% | +0.1% |
| All | +86.6% | -86.4% | +173.1% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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