+1,579.8%
TD vs EXR
+3,094.9%
-1,515.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -1.7% | +5.2% | -6.9% | -3.4% |
| 30D | +8.2% | +20.9% | -12.6% | +1.4% |
| 3M | +1.7% | +7.7% | -6.0% | -0.9% |
| 6M | +14.2% | +13.2% | +1.1% | +9.1% |
| YTD | +32.8% | +26.5% | +6.3% | +21.7% |
| 1Y | +55.5% | +27.2% | +28.3% | +42.1% |
| 3Y | +129.6% | +71.5% | +58.1% | +83.4% |
| 5Y | +102.2% | +0.4% | +101.8% | +89.9% |
| 10Y | +306.3% | +225.2% | +81.1% | +134.8% |
| All | +1,579.8% | +3,094.9% | -1,515.1% | +268.9% |
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 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