+234.9%
TPR vs EXR
-1.8%
+236.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -0.3% | -0.4% | +0.1% | -0.1% |
| 30D | +15.1% | +18.2% | -3.1% | +7.7% |
| 3M | +3.5% | +7.3% | -3.8% | +0.6% |
| 6M | +0.4% | +13.8% | -13.4% | -4.9% |
| YTD | +4.6% | +25.9% | -21.3% | -4.9% |
| 1Y | +33.1% | +25.8% | +7.3% | +21.0% |
| 3Y | +396.0% | +53.7% | +342.3% | +306.4% |
| All | +234.9% | -1.8% | +236.7% | +214.7% |
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