+126.1%
TDG vs EXR
-11.2%
+137.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -2.7% | -3.2% | +0.5% | -1.7% |
| 30D | -9.3% | -6.9% | -2.4% | -7.3% |
| 3M | -7.1% | -7.8% | +0.7% | -4.8% |
| 6M | -11.2% | -4.9% | -6.3% | -9.9% |
| YTD | -15.3% | +7.2% | -22.4% | -17.3% |
| 1Y | -12.5% | -1.5% | -11.0% | -12.5% |
| 3Y | +51.2% | +22.3% | +28.9% | +35.9% |
| 5Y | +126.1% | -10.9% | +137.1% | +136.5% |
| All | +126.1% | -11.2% | +137.3% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling