+2,764.2%
TT vs EXR
+3,094.9%
-330.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | -2.0% | +5.2% | -7.2% | -4.3% |
| 30D | -14.0% | +20.9% | -34.9% | -21.3% |
| 3M | -15.9% | +7.7% | -23.6% | -19.0% |
| 6M | -17.3% | +13.2% | -30.5% | -22.5% |
| YTD | +4.0% | +26.5% | -22.5% | -7.6% |
| 1Y | -7.1% | +27.2% | -34.3% | -17.8% |
| 3Y | +90.2% | +71.5% | +18.7% | +40.6% |
| 5Y | +131.1% | +0.4% | +130.7% | +114.0% |
| 10Y | +777.7% | +225.2% | +552.5% | +333.7% |
| All | +2,764.2% | +3,094.9% | -330.7% | +294.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling