+1,641.8%
TSM vs EXR
+217.4%
+1,424.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +4.4% | -1.1% | +5.6% | +4.7% |
| 30D | -7.0% | +18.8% | -25.7% | -10.2% |
| 3M | -1.8% | +9.9% | -11.7% | -3.8% |
| 6M | +2.7% | +12.6% | -9.9% | -0.3% |
| YTD | +37.1% | +26.5% | +10.6% | +29.7% |
| 1Y | +43.5% | +24.5% | +19.0% | +36.1% |
| 3Y | +341.5% | +52.4% | +289.1% | +293.0% |
| 5Y | +278.9% | -1.5% | +280.4% | +266.0% |
| 10Y | +1,641.8% | +216.0% | +1,425.8% | +1,342.6% |
| All | +1,641.8% | +217.4% | +1,424.4% | +1,342.6% |
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