-24.3%
TMF vs EXR
+28.1%
-52.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.2% |
| 7D | +4.0% | +11.3% | -7.3% | -0.3% |
| 30D | +19.5% | +21.2% | -1.7% | +11.0% |
| 3M | -3.5% | +8.7% | -12.3% | -7.4% |
| 6M | -10.6% | +18.2% | -28.8% | -16.3% |
| YTD | -17.1% | +27.9% | -45.0% | -21.9% |
| 1Y | -24.3% | +28.3% | -52.6% | -29.0% |
| All | -24.3% | +28.1% | -52.3% | -29.0% |
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