+129.6%
TD vs EXR
+69.9%
+59.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -1.7% | +5.2% | -6.9% | -2.6% |
| 30D | +8.2% | +20.9% | -12.6% | +4.4% |
| 3M | +1.7% | +7.7% | -6.0% | +0.2% |
| 6M | +14.2% | +13.2% | +1.1% | +11.3% |
| YTD | +32.8% | +26.5% | +6.3% | +26.7% |
| 1Y | +55.5% | +27.2% | +28.3% | +48.1% |
| 3Y | +129.6% | +71.5% | +58.1% | +111.1% |
| All | +129.6% | +69.9% | +59.7% | +111.1% |
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 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