-87.4%
TMF vs EXR
-11.8%
-75.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | -1.4% | -2.6% | +1.1% | -0.4% |
| 30D | -2.8% | -7.2% | +4.4% | +0.2% |
| 3M | -10.9% | -3.5% | -7.4% | -9.8% |
| 6M | -21.3% | -5.3% | -16.0% | -19.8% |
| YTD | -15.9% | +9.4% | -25.2% | -19.3% |
| 1Y | -15.7% | +1.3% | -17.1% | -16.8% |
| 3Y | -43.4% | +22.4% | -65.8% | -48.1% |
| All | -87.4% | -11.8% | -75.6% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling