+889.5%
TPR vs EXR
+2,662.2%
-1,772.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | -2.3% | -2.6% | +0.3% | -1.0% |
| 30D | -23.0% | -7.2% | -15.8% | -20.2% |
| 3M | -12.5% | -3.5% | -9.0% | -11.2% |
| 6M | -21.4% | -5.3% | -16.1% | -19.5% |
| YTD | -3.5% | +9.4% | -12.9% | -8.2% |
| 1Y | +17.4% | +1.3% | +16.0% | +15.6% |
| 3Y | +291.3% | +22.4% | +268.8% | +240.3% |
| 5Y | +241.9% | -12.2% | +254.1% | +239.5% |
| 10Y | +322.7% | +148.6% | +174.1% | +137.1% |
| All | +889.5% | +2,662.2% | -1,772.8% | +43.3% |
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