-68.9%
TMF vs EXR
+4,435.2%
-4,504.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.5% |
| 7D | +2.7% | +6.8% | -4.1% | +3.3% |
| 30D | +19.3% | +19.6% | -0.3% | +21.0% |
| 3M | -3.7% | +8.0% | -11.6% | -3.2% |
| 6M | -11.3% | +17.2% | -28.5% | -10.2% |
| YTD | -16.6% | +27.2% | -43.8% | -14.8% |
| 1Y | -21.1% | +26.1% | -47.2% | -19.5% |
| 3Y | -26.8% | +70.7% | -97.5% | -21.0% |
| 5Y | -88.0% | +1.0% | -89.0% | -88.4% |
| 10Y | -84.7% | +227.1% | -311.8% | -77.7% |
| All | -68.9% | +4,435.2% | -4,504.1% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling