+13,805.5%
TDG vs EXR
+2,190.3%
+11,615.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +1.7% | -0.4% | +2.1% | +1.9% |
| 30D | +9.7% | +18.2% | -8.5% | +3.1% |
| 3M | -2.3% | +7.3% | -9.7% | -4.9% |
| 6M | +1.3% | +13.8% | -12.5% | -3.6% |
| YTD | -8.5% | +25.9% | -34.4% | -16.3% |
| 1Y | -8.1% | +25.8% | -33.9% | -16.1% |
| 3Y | +43.4% | +53.7% | -10.3% | +17.7% |
| 5Y | +127.8% | -1.8% | +129.5% | +117.6% |
| 10Y | +554.4% | +214.5% | +339.8% | +289.2% |
| All | +13,805.5% | +2,190.3% | +11,615.2% | +3,404.7% |
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