+294.4%
TD vs EXR
+216.3%
+78.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | +5.2% | +18.2% | -13.0% | +0.7% |
| 3M | +1.2% | +7.3% | -6.1% | -0.7% |
| 6M | +17.7% | +13.8% | +3.9% | +13.6% |
| YTD | +34.2% | +25.9% | +8.3% | +25.9% |
| 1Y | +55.4% | +25.8% | +29.6% | +45.7% |
| 3Y | +130.4% | +53.7% | +76.7% | +100.3% |
| 5Y | +101.8% | -1.8% | +103.6% | +94.6% |
| All | +294.4% | +216.3% | +78.1% | +175.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling