+1,600.0%
TD vs EXR
+3,090.1%
-1,490.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -0.7% | +1.7% | -2.4% | -1.3% |
| 30D | +7.6% | +18.0% | -10.4% | +1.6% |
| 3M | +3.0% | +9.7% | -6.6% | -0.3% |
| 6M | +16.8% | +13.4% | +3.4% | +11.5% |
| YTD | +34.3% | +26.3% | +8.1% | +23.2% |
| 1Y | +56.0% | +27.6% | +28.4% | +42.4% |
| 3Y | +132.4% | +52.2% | +80.2% | +94.2% |
| 5Y | +103.7% | -1.1% | +104.7% | +92.3% |
| 10Y | +299.2% | +216.8% | +82.3% | +133.1% |
| All | +1,600.0% | +3,090.1% | -1,490.1% | +273.5% |
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 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