+396.5%
TTMI vs EXR
+216.3%
+180.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | +11.4% | -0.4% | +11.8% | +11.6% |
| 30D | -28.3% | +18.2% | -46.5% | -32.1% |
| 3M | -46.7% | +7.3% | -54.0% | -48.1% |
| 6M | -56.1% | +13.8% | -70.0% | -58.4% |
| YTD | +7.4% | +25.9% | -18.6% | -1.3% |
| 1Y | +17.4% | +25.8% | -8.4% | +7.9% |
| 3Y | +429.1% | +53.7% | +375.4% | +348.8% |
| 5Y | +418.8% | -1.8% | +420.5% | +395.7% |
| All | +396.5% | +216.3% | +180.2% | +257.0% |
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