+125.6%
TD vs EXR
-11.8%
+137.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.1% |
| 7D | +0.3% | -2.6% | +2.9% | +0.9% |
| 30D | +0.4% | -7.2% | +7.6% | +1.9% |
| 3M | +7.6% | -3.5% | +11.1% | +8.3% |
| 6M | +25.0% | -5.3% | +30.3% | +26.1% |
| YTD | +31.0% | +9.4% | +21.7% | +28.2% |
| 1Y | +65.2% | +1.3% | +63.9% | +63.9% |
| 3Y | +122.5% | +22.4% | +100.1% | +108.7% |
| All | +125.6% | -11.8% | +137.4% | +126.5% |
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