+8.1%
TCOM vs EXR
+205.9%
-197.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.2% |
| 7D | +6.5% | +1.7% | +4.8% | +6.2% |
| 30D | +13.3% | +18.0% | -4.7% | +10.2% |
| 3M | -6.5% | +9.7% | -16.1% | -7.9% |
| 6M | -16.3% | +13.4% | -29.8% | -18.2% |
| YTD | -38.7% | +26.3% | -65.0% | -41.4% |
| 1Y | -40.1% | +27.6% | -67.7% | -42.9% |
| 3Y | +30.6% | +52.2% | -21.5% | +18.5% |
| 5Y | +45.8% | -1.1% | +46.9% | +41.6% |
| 10Y | +8.1% | +216.8% | -208.7% | -6.9% |
| All | +8.1% | +205.9% | -197.8% | -6.9% |
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