-19.9%
TEM vs EXR
+0.3%
-20.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +3.2% | -0.7% | +3.9% | +3.4% |
| 30D | +23.5% | -6.9% | +30.5% | +25.9% |
| 3M | +32.3% | -3.0% | +35.3% | +32.2% |
| 6M | +23.0% | -2.9% | +26.0% | +21.1% |
| YTD | +8.9% | +9.3% | -0.4% | +2.1% |
| 1Y | -19.9% | -0.9% | -18.9% | -20.7% |
| All | -19.9% | +0.3% | -20.2% | -20.7% |
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 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