-81.7%
TMF vs EXR
+205.9%
-287.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.8% |
| 7D | -1.1% | +1.7% | -2.8% | -1.3% |
| 30D | +11.8% | +18.0% | -6.2% | +9.0% |
| 3M | -4.0% | +9.7% | -13.7% | -5.4% |
| 6M | -16.5% | +13.4% | -30.0% | -18.2% |
| YTD | -19.9% | +26.3% | -46.2% | -22.7% |
| 1Y | -25.6% | +27.6% | -53.1% | -28.3% |
| 3Y | -29.9% | +52.2% | -82.0% | -32.1% |
| 5Y | -88.2% | -1.1% | -87.2% | -88.9% |
| 10Y | -81.7% | +216.8% | -298.5% | -82.0% |
| All | -81.7% | +205.9% | -287.6% | -82.0% |
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 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