+88.2%
XLRE vs TXT
+107.7%
-19.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.1% |
| 7D | -1.2% | +2.5% | -3.6% | -1.9% |
| 30D | -2.4% | -8.9% | +6.4% | +0.4% |
| 3M | -2.5% | -13.6% | +11.1% | +1.7% |
| 6M | +4.0% | -13.1% | +17.1% | +8.0% |
| YTD | +9.3% | -7.0% | +16.3% | +10.8% |
| 1Y | +5.6% | -1.4% | +7.0% | +4.8% |
| 3Y | +31.3% | +7.0% | +24.3% | +24.7% |
| 5Y | +9.5% | +15.4% | -5.9% | -0.1% |
| All | +88.2% | +107.7% | -19.5% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling