+275.3%
TMUS vs EXR
+1,701.5%
-1,426.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +3.6% | +5.2% | -1.6% | +1.8% |
| 30D | -3.4% | +20.9% | -24.2% | -9.5% |
| 3M | -9.5% | +7.7% | -17.2% | -11.9% |
| 6M | -15.2% | +13.2% | -28.4% | -18.8% |
| YTD | -18.9% | +26.5% | -45.4% | -25.6% |
| 1Y | -17.7% | +27.2% | -44.9% | -24.7% |
| 3Y | +15.6% | +71.5% | -55.9% | -7.9% |
| 5Y | +38.9% | +0.4% | +38.5% | +31.0% |
| 10Y | +245.3% | +225.2% | +20.1% | +98.6% |
| All | +275.3% | +1,701.5% | -1,426.2% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling