-16.3%
TMUS vs EXR
+27.0%
-43.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +3.9% |
| 7D | +5.3% | +2.7% | +2.7% | +4.5% |
| 30D | +13.5% | +18.9% | -5.4% | +8.1% |
| 3M | -4.2% | +8.4% | -12.6% | -6.1% |
| 6M | -11.9% | +14.3% | -26.2% | -14.5% |
| YTD | -15.6% | +27.2% | -42.8% | -18.4% |
| All | -16.3% | +27.0% | -43.3% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling