+51.8%
TMUS vs EXR
-1.8%
+53.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +4.9% | -0.4% | +5.3% | +5.0% |
| 30D | +7.7% | +18.2% | -10.5% | +3.6% |
| 3M | -6.8% | +7.3% | -14.1% | -8.3% |
| 6M | -9.7% | +13.8% | -23.5% | -12.3% |
| YTD | -15.0% | +25.9% | -40.9% | -19.4% |
| 1Y | -19.1% | +25.8% | -44.9% | -23.4% |
| 3Y | +21.4% | +53.7% | -32.3% | +7.1% |
| All | +51.8% | -1.8% | +53.5% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling