+2,481.0%
TMO vs EXR
+2,660.5%
-179.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | +1.5% | -6.9% | +8.5% | +3.9% |
| 3M | +28.5% | -3.0% | +31.5% | +29.7% |
| 6M | +20.4% | -2.9% | +23.3% | +21.3% |
| YTD | +4.3% | +9.3% | -5.0% | +0.9% |
| 1Y | +24.1% | -0.9% | +25.0% | +23.8% |
| 3Y | +17.5% | +24.7% | -7.2% | +7.2% |
| 5Y | +6.8% | -11.7% | +18.5% | +7.2% |
| 10Y | +311.9% | +148.4% | +163.5% | +189.3% |
| All | +2,481.0% | +2,660.5% | -179.4% | +727.1% |
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