+23.0%
TMUS vs EXR
+54.2%
-31.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.7% | +1.8% |
| 7D | +8.2% | -1.1% | +9.3% | +8.4% |
| 30D | +13.4% | +18.8% | -5.4% | +9.9% |
| 3M | -3.0% | +9.9% | -13.0% | -4.7% |
| 6M | -8.8% | +12.6% | -21.4% | -10.6% |
| YTD | -13.8% | +26.5% | -40.3% | -17.1% |
| 1Y | -17.1% | +24.5% | -41.6% | -20.0% |
| All | +23.0% | +54.2% | -31.2% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling