-84.3%
TMF vs EXR
+221.5%
-305.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +1.2% | +5.2% | -4.0% | +0.4% |
| 30D | +19.7% | +20.9% | -1.1% | +16.3% |
| 3M | -2.1% | +7.7% | -9.8% | -3.3% |
| 6M | -13.4% | +13.2% | -26.6% | -15.1% |
| YTD | -16.7% | +26.5% | -43.2% | -19.7% |
| 1Y | -23.3% | +27.2% | -50.5% | -26.1% |
| 3Y | -24.8% | +71.5% | -96.4% | -27.4% |
| 5Y | -88.0% | +0.4% | -88.4% | -88.7% |
| All | -84.3% | +221.5% | -305.8% | -84.6% |
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