+389.7%
TPR vs EXR
+215.3%
+174.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.2% |
| 7D | +12.7% | +2.7% | +10.0% | +11.3% |
| 30D | +17.1% | +18.9% | -1.9% | +8.2% |
| 3M | -15.9% | +8.4% | -24.2% | -19.0% |
| 6M | +2.6% | +14.3% | -11.7% | -3.8% |
| YTD | +7.5% | +27.2% | -19.8% | -4.1% |
| 1Y | +32.9% | +25.9% | +7.0% | +18.9% |
| 3Y | +413.8% | +54.6% | +359.2% | +306.2% |
| 5Y | +263.9% | -0.6% | +264.5% | +244.4% |
| 10Y | +389.7% | +208.5% | +181.2% | +198.6% |
| All | +389.7% | +215.3% | +174.4% | +198.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling