+3,093.1%
TT vs EXR
+2,662.2%
+430.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.4% |
| 7D | 0.0% | -2.6% | +2.6% | +1.2% |
| 30D | -7.2% | -7.2% | 0.0% | -4.0% |
| 3M | -3.0% | -3.5% | +0.5% | -1.8% |
| 6M | +1.4% | -5.3% | +6.6% | +3.3% |
| YTD | +15.9% | +9.4% | +6.5% | +10.5% |
| 1Y | +9.4% | +1.3% | +8.1% | +7.4% |
| 3Y | +124.4% | +22.4% | +102.0% | +94.6% |
| 5Y | +138.0% | -12.2% | +150.2% | +134.7% |
| 10Y | +886.4% | +148.6% | +737.8% | +453.7% |
| All | +3,093.1% | +2,662.2% | +430.9% | +372.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling