+41.0%
TDY vs EXR
-10.8%
+51.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +1.0% |
| 7D | -1.1% | -1.2% | 0.0% | -0.8% |
| 30D | -12.0% | -6.2% | -5.8% | -10.3% |
| 3M | -3.2% | -7.4% | +4.2% | -1.1% |
| 6M | -7.9% | -0.5% | -7.3% | -8.1% |
| YTD | +18.2% | +8.1% | +10.1% | +14.7% |
| 1Y | +6.7% | -2.9% | +9.5% | +6.8% |
| 3Y | +47.5% | +22.9% | +24.6% | +32.7% |
| All | +41.0% | -10.8% | +51.9% | +45.8% |
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