-42.0%
TCOM vs EXR
+25.0%
-67.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -1.4% | -1.2% | -0.2% | -1.3% |
| 30D | +11.5% | +18.3% | -6.8% | +11.6% |
| 3M | -5.2% | +9.1% | -14.3% | -5.4% |
| 6M | -16.9% | +11.7% | -28.7% | -17.1% |
| YTD | -39.9% | +25.7% | -65.6% | -40.2% |
| All | -42.0% | +25.0% | -67.1% | -42.3% |
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