+45.5%
TDY vs EXR
+21.4%
+24.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.0% |
| 7D | -1.8% | -3.1% | +1.2% | -1.1% |
| 30D | -13.8% | -7.5% | -6.2% | -12.1% |
| 3M | -3.9% | -7.5% | +3.6% | -2.2% |
| 6M | -9.0% | -5.2% | -3.8% | -8.2% |
| YTD | +16.5% | +6.5% | +10.0% | +14.2% |
| 1Y | +9.3% | -2.0% | +11.3% | +9.0% |
| All | +45.5% | +21.4% | +24.1% | +39.3% |
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