+445.5%
TTMI vs EXR
+53.9%
+391.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +0.6% | +12.7% | +13.1% |
| 7D | -1.6% | +2.7% | -4.3% | -2.2% |
| 30D | -37.7% | +18.9% | -56.7% | -40.6% |
| 3M | -45.1% | +8.4% | -53.5% | -46.2% |
| 6M | -52.1% | +14.3% | -66.4% | -54.5% |
| YTD | +9.2% | +27.2% | -18.1% | +0.2% |
| 1Y | +12.9% | +25.9% | -13.0% | +3.9% |
| 3Y | +445.5% | +54.6% | +390.8% | +341.4% |
| All | +445.5% | +53.9% | +391.6% | +341.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling