+13.4%
TCOM vs EXR
+23.6%
-10.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -7.6% | -0.7% | -6.9% | -7.6% |
| 30D | -12.2% | -6.9% | -5.3% | -11.6% |
| 3M | -14.2% | -3.0% | -11.2% | -14.0% |
| 6M | -25.0% | -2.9% | -22.1% | -24.9% |
| YTD | -43.7% | +9.3% | -53.0% | -44.5% |
| 1Y | -44.5% | -0.9% | -43.6% | -44.7% |
| 3Y | +13.4% | +24.7% | -11.3% | +15.5% |
| All | +13.4% | +23.6% | -10.2% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling