+39.4%
XLRE vs TXG
+22.9%
+16.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.7% |
| 7D | -2.7% | +5.0% | -7.7% | -3.3% |
| 30D | -2.3% | +13.5% | -15.8% | -3.9% |
| 3M | -3.5% | +128.0% | -131.5% | -13.0% |
| 6M | +1.9% | +224.4% | -222.6% | -12.6% |
| YTD | +8.3% | +307.0% | -298.6% | -10.1% |
| 1Y | +6.4% | +427.2% | -420.9% | -15.4% |
| 3Y | +30.2% | +40.2% | -9.9% | +17.8% |
| 5Y | +8.6% | -64.0% | +72.6% | +7.8% |
| All | +39.4% | +22.9% | +16.5% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling