-68.7%
TMF vs EXR
+3,798.3%
-3,866.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.3% |
| 7D | -1.4% | -2.6% | +1.1% | -1.7% |
| 30D | -2.8% | -7.2% | +4.4% | -3.5% |
| 3M | -10.9% | -3.5% | -7.4% | -11.2% |
| 6M | -21.3% | -5.3% | -16.0% | -21.7% |
| YTD | -15.9% | +9.4% | -25.2% | -15.1% |
| 1Y | -15.7% | +1.3% | -17.1% | -15.6% |
| 3Y | -43.4% | +22.4% | -65.8% | -41.9% |
| 5Y | -87.8% | -12.2% | -75.5% | -88.3% |
| 10Y | -86.7% | +148.6% | -235.3% | -81.7% |
| All | -68.7% | +3,798.3% | -3,866.9% | +31.7% |
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