+365.8%
TTD vs EXR
+160.7%
+205.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.8% | -2.8% |
| 7D | +1.7% | -0.7% | +2.4% | +2.1% |
| 30D | +1.6% | -6.9% | +8.5% | +5.0% |
| 3M | -27.8% | -3.0% | -24.9% | -26.7% |
| 6M | -52.1% | -2.9% | -49.2% | -51.7% |
| YTD | -63.1% | +9.3% | -72.3% | -65.0% |
| 1Y | -73.1% | -0.9% | -72.1% | -73.3% |
| 3Y | -83.3% | +24.7% | -108.0% | -85.6% |
| 5Y | -80.6% | -11.7% | -68.9% | -80.2% |
| All | +365.8% | +160.7% | +205.1% | +276.3% |
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