+397.0%
TSM vs EXR
+24.9%
+372.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.0% |
| 7D | +2.7% | -2.6% | +5.3% | +3.1% |
| 30D | +3.6% | -7.2% | +10.8% | +4.7% |
| 3M | -3.4% | -3.5% | +0.1% | -3.3% |
| 6M | +20.6% | -5.3% | +25.9% | +20.8% |
| YTD | +41.9% | +9.4% | +32.5% | +38.3% |
| 1Y | +84.4% | +1.3% | +83.1% | +82.1% |
| All | +397.0% | +24.9% | +372.1% | +363.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling