+328.6%
TMO vs EXR
+151.8%
+176.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | -0.6% | -1.2% | +0.5% | -0.3% |
| 30D | +1.1% | -6.2% | +7.3% | +3.3% |
| 3M | +28.3% | -7.4% | +35.7% | +31.5% |
| 6M | +23.3% | -0.5% | +23.8% | +23.2% |
| YTD | +5.5% | +8.1% | -2.6% | +2.3% |
| 1Y | +24.5% | -2.9% | +27.4% | +24.9% |
| 3Y | +19.6% | +22.9% | -3.4% | +9.3% |
| 5Y | +8.1% | -10.2% | +18.3% | +8.2% |
| All | +328.6% | +151.8% | +176.8% | +242.4% |
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