+98.6%
TFC vs EXR
+147.0%
-48.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.1% | -2.1% |
| 7D | +2.2% | -0.7% | +2.9% | +2.5% |
| 30D | -2.5% | -6.9% | +4.5% | +0.3% |
| 3M | +4.5% | -3.0% | +7.5% | +5.7% |
| 6M | +11.0% | -2.9% | +13.9% | +12.1% |
| YTD | +5.9% | +9.3% | -3.4% | +1.9% |
| 1Y | +14.6% | -0.9% | +15.5% | +14.2% |
| 3Y | +96.7% | +24.7% | +72.0% | +75.7% |
| 5Y | +15.6% | -11.7% | +27.3% | +14.6% |
| 10Y | +98.6% | +148.4% | -49.8% | +41.2% |
| All | +98.6% | +147.0% | -48.4% | +41.2% |
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