+5.6%
XLRE vs TXT
0.0%
+5.6%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.5% |
| 7D | -1.2% | +2.5% | -3.6% | -1.6% |
| 30D | -2.4% | -8.9% | +6.4% | -0.8% |
| 3M | -2.5% | -13.6% | +11.1% | -0.1% |
| 6M | +4.0% | -13.1% | +17.1% | +6.2% |
| YTD | +9.3% | -7.0% | +16.3% | +9.8% |
| 1Y | +5.6% | -1.4% | +7.0% | +4.6% |
| All | +5.6% | 0.0% | +5.6% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling