+326.1%
TPR vs EXR
+148.5%
+177.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | -2.3% | -2.6% | +0.3% | -1.2% |
| 30D | -23.0% | -7.2% | -15.8% | -20.5% |
| 3M | -12.5% | -3.5% | -9.0% | -11.4% |
| 6M | -21.4% | -5.3% | -16.1% | -19.7% |
| YTD | -3.5% | +9.4% | -12.9% | -7.7% |
| 1Y | +17.4% | +1.3% | +16.0% | +15.8% |
| 3Y | +291.3% | +22.4% | +268.8% | +244.2% |
| 5Y | +241.9% | -12.2% | +254.1% | +240.8% |
| All | +326.1% | +148.5% | +177.6% | +179.9% |
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 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