+2,058.3%
TCOM vs EXR
+2,662.2%
-603.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -9.5% | -2.6% | -7.0% | -8.6% |
| 30D | -10.7% | -7.2% | -3.5% | -8.0% |
| 3M | -14.6% | -3.5% | -11.1% | -13.6% |
| 6M | -19.3% | -5.3% | -14.0% | -18.0% |
| YTD | -42.9% | +9.4% | -52.3% | -45.7% |
| 1Y | -43.8% | +1.3% | -45.1% | -45.0% |
| 3Y | +2.1% | +22.4% | -20.3% | -11.5% |
| 5Y | +31.2% | -12.2% | +43.5% | +26.8% |
| 10Y | -13.9% | +148.6% | -162.5% | -53.5% |
| All | +2,058.3% | +2,662.2% | -603.9% | +264.8% |
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