-3.0%
TFC vs EXR
-0.3%
-2.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +1.2% | +5.2% | -4.0% | -0.7% |
| 30D | +8.3% | +20.9% | -12.5% | +0.9% |
| 3M | -5.2% | +7.7% | -12.9% | -7.9% |
| 6M | -0.8% | +13.2% | -14.0% | -5.4% |
| YTD | +3.4% | +26.5% | -23.0% | -5.7% |
| 1Y | +17.0% | +27.2% | -10.2% | +6.4% |
| 3Y | +86.2% | +71.5% | +14.6% | +48.3% |
| All | -3.0% | -0.3% | -2.7% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling