+265.7%
TSM vs EXR
-1.8%
+267.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +6.2% | -0.4% | +6.6% | +6.3% |
| 30D | -7.3% | +18.2% | -25.5% | -10.8% |
| 3M | -7.1% | +7.3% | -14.5% | -8.7% |
| 6M | +0.2% | +13.8% | -13.6% | -3.4% |
| YTD | +32.2% | +25.9% | +6.3% | +23.7% |
| 1Y | +42.8% | +25.8% | +17.0% | +33.5% |
| 3Y | +330.4% | +53.7% | +276.7% | +265.3% |
| All | +265.7% | -1.8% | +267.4% | +244.6% |
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 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