+88.5%
TEM vs EXR
+11.6%
+77.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.8% | -4.1% |
| 7D | +7.8% | -1.2% | +9.0% | +8.6% |
| 30D | +11.2% | +18.3% | -7.0% | +0.7% |
| 3M | +39.0% | +9.1% | +29.9% | +32.1% |
| 6M | +61.6% | +11.7% | +49.9% | +49.9% |
| YTD | +28.5% | +25.7% | +2.8% | +8.7% |
| 1Y | +6.7% | +24.9% | -18.2% | -9.5% |
| All | +88.5% | +11.6% | +77.0% | +59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling