+161.0%
TTMI vs EXR
-2.8%
+163.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.5% | -1.4% | -3.7% |
| 7D | +7.5% | -3.1% | +10.6% | +7.7% |
| 30D | -4.5% | -7.5% | +3.0% | -3.9% |
| 3M | -28.5% | -7.5% | -21.0% | -28.8% |
| 6M | +28.4% | -5.2% | +33.5% | +24.1% |
| YTD | +80.1% | +6.5% | +73.6% | +77.1% |
| 1Y | +161.0% | -2.0% | +163.1% | +150.2% |
| All | +161.0% | -2.8% | +163.9% | +150.2% |
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 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