+986.9%
TPR vs EXR
+3,113.6%
-2,126.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.6% | +7.6% | +7.4% |
| 7D | +13.9% | +6.8% | +7.0% | +10.2% |
| 30D | +14.9% | +19.6% | -4.7% | +5.3% |
| 3M | -15.4% | +8.0% | -23.4% | -18.7% |
| 6M | -4.5% | +17.2% | -21.6% | -11.9% |
| YTD | +6.0% | +27.2% | -21.2% | -6.4% |
| 1Y | +24.3% | +26.1% | -1.7% | +10.1% |
| 3Y | +412.8% | +70.7% | +342.1% | +278.2% |
| 5Y | +258.4% | +1.0% | +257.5% | +233.2% |
| 10Y | +396.8% | +227.1% | +169.7% | +143.9% |
| All | +986.9% | +3,113.6% | -2,126.6% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling