+7.8%
TCOM vs EXR
+216.3%
-208.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.8% | -0.4% | -1.3% | -1.7% |
| 30D | +12.1% | +18.2% | -6.1% | +9.0% |
| 3M | -3.2% | +7.3% | -10.5% | -4.4% |
| 6M | -16.6% | +13.8% | -30.5% | -18.6% |
| YTD | -39.4% | +25.9% | -65.3% | -42.1% |
| 1Y | -41.5% | +25.8% | -67.3% | -44.1% |
| 3Y | +24.4% | +53.7% | -29.3% | +12.6% |
| 5Y | +41.6% | -1.8% | +43.3% | +37.6% |
| All | +7.8% | +216.3% | -208.5% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling