-17.7%
TMUS vs EXR
+26.1%
-43.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +3.6% | +5.2% | -1.6% | +2.0% |
| 30D | -3.4% | +20.9% | -24.2% | -8.6% |
| 3M | -9.5% | +7.7% | -17.2% | -11.1% |
| 6M | -15.2% | +13.2% | -28.4% | -17.6% |
| YTD | -18.9% | +26.5% | -45.4% | -22.1% |
| 1Y | -17.7% | +27.2% | -44.9% | -20.6% |
| All | -17.7% | +26.1% | -43.8% | -20.6% |
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 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