+114.5%
XLRE vs TMF
-83.0%
+197.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | +0.8% | -9.3% | +10.1% | +1.1% |
| 30D | +6.9% | +1.9% | +5.0% | +6.9% |
| 3M | -0.8% | -11.2% | +10.4% | -0.6% |
| 6M | +2.1% | -17.7% | +19.8% | +2.5% |
| YTD | +12.6% | -24.5% | +37.1% | +13.3% |
| 1Y | +12.5% | -29.4% | +41.9% | +13.3% |
| 3Y | +44.2% | -33.4% | +77.6% | +45.6% |
| 5Y | +9.1% | -88.7% | +97.8% | +1.1% |
| 10Y | +111.8% | -82.5% | +194.2% | +85.7% |
| All | +114.5% | -83.0% | +197.4% | +93.1% |
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