-10.8%
TCOM vs EXR
+144.7%
-155.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.8% |
| 7D | -10.2% | -3.1% | -7.1% | -9.7% |
| 30D | -16.8% | -7.5% | -9.3% | -15.7% |
| 3M | -16.7% | -7.5% | -9.2% | -15.7% |
| 6M | -27.1% | -5.2% | -21.9% | -26.5% |
| YTD | -45.5% | +6.5% | -52.0% | -46.4% |
| 1Y | -45.9% | -2.0% | -43.8% | -46.0% |
| 3Y | +9.8% | +21.5% | -11.8% | +3.5% |
| 5Y | +23.8% | -11.5% | +35.3% | +22.6% |
| 10Y | -10.8% | +148.0% | -158.8% | -23.1% |
| All | -10.8% | +144.7% | -155.5% | -23.1% |
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