+893.7%
TT vs EXR
+147.0%
+746.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | +1.6% | -0.7% | +2.3% | +1.8% |
| 30D | -7.3% | -6.9% | -0.4% | -5.1% |
| 3M | -2.6% | -3.0% | +0.4% | -1.9% |
| 6M | +5.9% | -2.9% | +8.8% | +6.5% |
| YTD | +15.4% | +9.3% | +6.1% | +11.4% |
| 1Y | +8.2% | -0.9% | +9.2% | +7.6% |
| 3Y | +122.7% | +24.7% | +98.0% | +98.6% |
| 5Y | +145.0% | -11.7% | +156.7% | +144.4% |
| 10Y | +893.7% | +148.4% | +745.4% | +624.3% |
| All | +893.7% | +147.0% | +746.7% | +624.3% |
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