-39.0%
TCOM vs EXR
+28.1%
-67.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +3.1% |
| 7D | +10.7% | +11.3% | -0.6% | +10.7% |
| 30D | +10.1% | +21.2% | -11.1% | +10.5% |
| 3M | -8.9% | +8.7% | -17.6% | -9.1% |
| 6M | -19.2% | +18.2% | -37.4% | -18.9% |
| YTD | -40.6% | +27.9% | -68.6% | -40.0% |
| 1Y | -39.0% | +28.3% | -67.4% | -38.5% |
| All | -39.0% | +28.1% | -67.1% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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