+6.9%
TMO vs EXR
-11.2%
+18.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -2.5% | -3.2% | +0.7% | -1.3% |
| 30D | -0.3% | -6.9% | +6.6% | +2.4% |
| 3M | +25.3% | -7.8% | +33.1% | +29.0% |
| 6M | +20.9% | -4.9% | +25.7% | +22.8% |
| YTD | +4.3% | +7.2% | -2.8% | +0.9% |
| 1Y | +27.0% | -1.5% | +28.5% | +26.7% |
| 3Y | +17.5% | +22.3% | -4.8% | +5.2% |
| 5Y | +6.9% | -10.9% | +17.9% | +12.9% |
| All | +6.9% | -11.2% | +18.2% | +12.9% |
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