+8.9%
XLRE vs TXG
-62.8%
+71.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.5% | +0.5% |
| 7D | -1.2% | +9.5% | -10.6% | -2.1% |
| 30D | -2.4% | +18.8% | -21.2% | -4.4% |
| 3M | -2.5% | +136.1% | -138.6% | -12.4% |
| 6M | +4.0% | +235.2% | -231.3% | -11.1% |
| YTD | +9.3% | +320.5% | -311.3% | -9.6% |
| 1Y | +5.6% | +425.2% | -419.6% | -16.0% |
| 3Y | +31.3% | +42.9% | -11.6% | +19.9% |
| All | +8.9% | -62.8% | +71.7% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 5y: compounded portfolio wealth divided by compounded TXG 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…
5y analysis · Full analysis span regression · 6 months rolling