+44.2%
XLRE vs TMF
-32.2%
+76.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +0.8% | -9.3% | +10.1% | +2.6% |
| 30D | +6.9% | +1.9% | +5.0% | +6.5% |
| 3M | -0.8% | -11.2% | +10.4% | +1.1% |
| 6M | +2.1% | -17.7% | +19.8% | +5.3% |
| YTD | +12.6% | -24.5% | +37.1% | +17.8% |
| 1Y | +12.5% | -29.4% | +41.9% | +19.0% |
| 3Y | +44.2% | -33.4% | +77.6% | +50.1% |
| All | +44.2% | -32.2% | +76.5% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling