+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 all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.2% |
| 7D | -0.2% | -2.6% | +2.3% | +0.9% |
| 30D | -7.4% | -7.2% | -0.2% | -4.2% |
| 3M | -3.2% | -3.5% | +0.3% | -2.1% |
| 6M | +1.1% | -5.3% | +6.4% | +3.1% |
| YTD | +15.6% | +9.4% | +6.3% | +10.2% |
| 1Y | +9.2% | +1.3% | +7.8% | +7.1% |
| 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% | +372.2% |
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