-82.1%
TMF vs EXR
+216.3%
-298.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -9.3% | -0.4% | -8.8% | -9.2% |
| 30D | +1.9% | +18.2% | -16.3% | -0.7% |
| 3M | -11.2% | +7.3% | -18.6% | -12.2% |
| 6M | -17.7% | +13.8% | -31.5% | -19.4% |
| YTD | -24.5% | +25.9% | -50.4% | -27.1% |
| 1Y | -29.4% | +25.8% | -55.2% | -31.9% |
| 3Y | -33.4% | +53.7% | -87.1% | -35.6% |
| 5Y | -88.7% | -1.8% | -86.9% | -89.3% |
| All | -82.1% | +216.3% | -298.4% | -82.4% |
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