-10.5%
TEM vs EXR
+28.1%
-38.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.1% | -5.9% | -3.7% |
| 7D | -1.3% | +11.3% | -12.6% | -4.4% |
| 30D | -9.5% | +21.2% | -30.7% | -14.6% |
| 3M | +60.7% | +8.7% | +52.0% | +56.5% |
| 6M | +35.5% | +18.2% | +17.3% | +26.7% |
| YTD | +28.0% | +27.9% | +0.1% | +12.2% |
| 1Y | -10.5% | +28.3% | -38.8% | -21.3% |
| All | -10.5% | +28.1% | -38.6% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling