+27.6%
TCOM vs EXR
-11.8%
+39.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -9.5% | -2.6% | -7.0% | -9.1% |
| 30D | -10.7% | -7.2% | -3.5% | -9.6% |
| 3M | -14.6% | -3.5% | -11.1% | -14.2% |
| 6M | -19.3% | -5.3% | -14.0% | -18.7% |
| YTD | -42.9% | +9.4% | -52.3% | -44.3% |
| 1Y | -43.8% | +1.3% | -45.1% | -44.3% |
| 3Y | +2.1% | +22.4% | -20.3% | -5.0% |
| All | +27.6% | -11.8% | +39.4% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling