+91.9%
TT vs EXR
+51.9%
+40.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.2% |
| 7D | +0.8% | +1.7% | -0.9% | +0.5% |
| 30D | -11.8% | +18.0% | -29.8% | -14.9% |
| 3M | -11.6% | +9.7% | -21.2% | -13.3% |
| 6M | -9.3% | +13.4% | -22.8% | -12.0% |
| YTD | +8.9% | +26.3% | -17.4% | +3.2% |
| 1Y | -2.2% | +27.6% | -29.8% | -7.6% |
| 3Y | +91.9% | +52.2% | +39.7% | +76.1% |
| All | +91.9% | +51.9% | +40.0% | +76.1% |
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 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