-24.7%
TMF vs EXR
+70.9%
-95.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.9% |
| 7D | +2.7% | +6.8% | -4.1% | -1.0% |
| 30D | +19.3% | +19.6% | -0.3% | +8.2% |
| 3M | -3.7% | +8.0% | -11.6% | -7.7% |
| 6M | -11.3% | +17.2% | -28.5% | -19.0% |
| YTD | -16.6% | +27.2% | -43.8% | -27.8% |
| 1Y | -21.1% | +26.1% | -47.2% | -31.5% |
| All | -24.7% | +70.9% | -95.6% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling