+32.8%
XLRE vs TMF
-42.4%
+75.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -0.3% | +1.0% | -1.3% | -0.5% |
| 30D | -2.4% | -1.8% | -0.6% | -2.1% |
| 3M | +0.6% | -8.2% | +8.8% | +2.0% |
| 6M | +3.9% | -19.5% | +23.4% | +7.8% |
| YTD | +10.5% | -16.0% | +26.4% | +13.6% |
| 1Y | +8.4% | -22.5% | +30.9% | +12.9% |
| 3Y | +32.8% | -42.3% | +75.1% | +39.5% |
| All | +32.8% | -42.4% | +75.2% | +39.5% |
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