+2,218.8%
TCOM vs EXR
+3,090.1%
-871.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.4% |
| 7D | +6.5% | +1.7% | +4.8% | +5.8% |
| 30D | +13.3% | +18.0% | -4.7% | +5.9% |
| 3M | -6.5% | +9.7% | -16.1% | -10.0% |
| 6M | -16.3% | +13.4% | -29.8% | -21.0% |
| YTD | -38.7% | +26.3% | -65.0% | -45.1% |
| 1Y | -40.1% | +27.6% | -67.7% | -46.6% |
| 3Y | +30.6% | +52.2% | -21.5% | +3.8% |
| 5Y | +45.8% | -1.1% | +46.9% | +34.8% |
| 10Y | +8.1% | +216.8% | -208.7% | -47.5% |
| All | +2,218.8% | +3,090.1% | -871.3% | +269.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling