+1,253.4%
TTMI vs EXR
+2,662.2%
-1,408.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.1% | +9.5% |
| 7D | +5.9% | -2.6% | +8.4% | +7.2% |
| 30D | -4.3% | -7.2% | +2.9% | -0.8% |
| 3M | -32.0% | -3.5% | -28.5% | -31.8% |
| 6M | +19.5% | -5.3% | +24.8% | +21.4% |
| YTD | +82.0% | +9.4% | +72.7% | +71.8% |
| 1Y | +172.6% | +1.3% | +171.3% | +165.7% |
| 3Y | +744.7% | +22.4% | +722.2% | +623.1% |
| 5Y | +805.6% | -12.2% | +817.8% | +789.1% |
| 10Y | +1,057.6% | +148.6% | +909.0% | +476.4% |
| All | +1,253.4% | +2,662.2% | -1,408.8% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling