+750.6%
TT vs EXR
+215.3%
+535.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.5% |
| 7D | +1.7% | +2.7% | -0.9% | +0.8% |
| 30D | -11.8% | +18.9% | -30.8% | -17.0% |
| 3M | -12.6% | +8.4% | -21.0% | -15.1% |
| 6M | -9.4% | +14.3% | -23.7% | -13.9% |
| YTD | +8.8% | +27.2% | -18.4% | -0.5% |
| 1Y | -2.5% | +25.9% | -28.5% | -10.6% |
| 3Y | +95.7% | +54.6% | +41.0% | +61.6% |
| 5Y | +135.7% | -0.6% | +136.3% | +126.0% |
| 10Y | +750.6% | +208.5% | +542.1% | +483.1% |
| All | +750.6% | +215.3% | +535.3% | +483.1% |
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 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