+227.9%
TPR vs EXR
-0.9%
+228.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | +6.4% | -1.1% | +7.5% | +6.9% |
| 30D | +13.8% | +18.8% | -5.0% | +6.3% |
| 3M | -16.6% | +9.9% | -26.5% | -19.8% |
| 6M | +0.7% | +12.6% | -12.0% | -4.3% |
| YTD | +5.3% | +26.5% | -21.2% | -4.4% |
| 1Y | +32.4% | +24.5% | +7.9% | +20.8% |
| 3Y | +406.4% | +52.4% | +354.0% | +316.2% |
| 5Y | +227.9% | -1.5% | +229.4% | +202.4% |
| All | +227.9% | -0.9% | +228.8% | +202.4% |
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