+207.1%
TFC vs EXR
+2,662.2%
-2,455.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.7% |
| 7D | +2.4% | -2.6% | +5.0% | +3.9% |
| 30D | -1.3% | -7.2% | +5.9% | +2.7% |
| 3M | +6.1% | -3.5% | +9.6% | +8.0% |
| 6M | +7.3% | -5.3% | +12.6% | +10.2% |
| YTD | +8.2% | +9.4% | -1.2% | +2.3% |
| 1Y | +14.4% | +1.3% | +13.1% | +12.3% |
| 3Y | +93.7% | +22.4% | +71.3% | +65.8% |
| 5Y | +16.4% | -12.2% | +28.6% | +14.2% |
| 10Y | +101.6% | +148.6% | -47.0% | +0.5% |
| All | +207.1% | +2,662.2% | -2,455.2% | -66.5% |
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