-87.0%
TMF vs EXR
+148.5%
-235.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -1.4% | -2.6% | +1.1% | -1.0% |
| 30D | -2.8% | -7.2% | +4.4% | -1.7% |
| 3M | -10.9% | -3.5% | -7.4% | -10.5% |
| 6M | -21.3% | -5.3% | -16.0% | -20.7% |
| YTD | -15.9% | +9.4% | -25.2% | -17.1% |
| 1Y | -15.7% | +1.3% | -17.1% | -16.0% |
| 3Y | -43.4% | +22.4% | -65.8% | -44.3% |
| 5Y | -87.8% | -12.2% | -75.5% | -88.1% |
| All | -87.0% | +148.5% | -235.5% | -86.4% |
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