+60.5%
TEM vs EXR
-2.9%
+63.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.7% |
| 7D | +0.9% | -2.6% | +3.5% | +2.5% |
| 30D | +38.4% | -7.2% | +45.6% | +44.5% |
| 3M | +23.7% | -3.5% | +27.2% | +25.1% |
| 6M | +26.0% | -5.3% | +31.3% | +28.5% |
| YTD | +9.4% | +9.4% | +0.1% | +0.4% |
| 1Y | -17.3% | +1.3% | -18.6% | -20.1% |
| All | +60.5% | -2.9% | +63.5% | +47.6% |
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