+238.4%
TMUS vs EXR
+221.5%
+16.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +3.6% | +5.2% | -1.6% | +2.3% |
| 30D | -3.4% | +20.9% | -24.2% | -7.9% |
| 3M | -9.5% | +7.7% | -17.2% | -11.2% |
| 6M | -15.2% | +13.2% | -28.4% | -17.8% |
| YTD | -18.9% | +26.5% | -45.4% | -23.7% |
| 1Y | -17.7% | +27.2% | -44.9% | -22.7% |
| 3Y | +15.6% | +71.5% | -55.9% | -2.0% |
| 5Y | +38.9% | +0.4% | +38.5% | +35.0% |
| All | +238.4% | +221.5% | +16.9% | +140.6% |
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