+1,084.3%
TTMI vs EXR
+149.6%
+934.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | +6.0% | -3.2% | +9.2% | +7.0% |
| 30D | -6.4% | -6.9% | +0.5% | -4.6% |
| 3M | -28.9% | -7.8% | -21.1% | -27.8% |
| 6M | +26.9% | -4.9% | +31.7% | +27.7% |
| YTD | +77.3% | +7.2% | +70.2% | +72.5% |
| 1Y | +147.5% | -1.5% | +149.0% | +146.0% |
| 3Y | +847.6% | +22.3% | +825.4% | +773.1% |
| 5Y | +802.2% | -10.9% | +813.1% | +795.5% |
| All | +1,084.3% | +149.6% | +934.7% | +940.5% |
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