+110.6%
XLRE vs TMF
-81.0%
+191.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.2% | -1.4% | +0.2% | -1.2% |
| 30D | -2.8% | -2.8% | 0.0% | -2.7% |
| 3M | -0.2% | -10.9% | +10.7% | +0.1% |
| 6M | +1.9% | -21.3% | +23.3% | +2.5% |
| YTD | +10.6% | -15.9% | +26.4% | +11.0% |
| 1Y | +8.8% | -15.7% | +24.6% | +9.2% |
| 3Y | +31.5% | -43.4% | +74.9% | +31.7% |
| 5Y | +6.6% | -87.8% | +94.3% | -1.6% |
| 10Y | +84.0% | -86.7% | +170.8% | +60.3% |
| All | +110.6% | -81.0% | +191.6% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling