+172.6%
TTMI vs EXR
+1.1%
+171.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.1% | +8.9% |
| 7D | +5.9% | -2.6% | +8.4% | +6.1% |
| 30D | -4.3% | -7.2% | +2.9% | -3.6% |
| 3M | -32.0% | -3.5% | -28.5% | -33.0% |
| 6M | +19.5% | -5.3% | +24.8% | +16.3% |
| YTD | +82.0% | +9.4% | +72.7% | +78.0% |
| 1Y | +172.6% | +1.3% | +171.3% | +161.9% |
| All | +172.6% | +1.1% | +171.5% | +161.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling