+383.3%
TPR vs EXR
+205.9%
+177.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | 0.0% |
| 7D | +12.1% | +1.7% | +10.3% | +11.2% |
| 30D | +16.7% | +18.0% | -1.4% | +8.2% |
| 3M | -17.4% | +9.7% | -27.0% | -20.9% |
| 6M | +2.3% | +13.4% | -11.2% | -3.8% |
| YTD | +7.1% | +26.3% | -19.2% | -4.1% |
| 1Y | +29.5% | +27.6% | +1.9% | +15.2% |
| 3Y | +415.0% | +52.2% | +362.9% | +309.9% |
| 5Y | +261.5% | -1.1% | +262.5% | +242.8% |
| 10Y | +383.3% | +216.8% | +166.5% | +190.8% |
| All | +383.3% | +205.9% | +177.4% | +190.8% |
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 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