+2,413.8%
TDY vs EXR
+2,660.5%
-246.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -0.9% | -0.7% | -0.2% | -0.6% |
| 30D | -12.5% | -6.9% | -5.5% | -10.0% |
| 3M | -1.2% | -3.0% | +1.8% | -0.3% |
| 6M | -6.6% | -2.9% | -3.6% | -5.9% |
| YTD | +18.5% | +9.3% | +9.2% | +13.7% |
| 1Y | +10.8% | -0.9% | +11.7% | +10.2% |
| 3Y | +47.5% | +24.7% | +22.8% | +29.7% |
| 5Y | +35.8% | -11.7% | +47.5% | +34.2% |
| 10Y | +459.0% | +148.4% | +310.6% | +236.1% |
| All | +2,413.8% | +2,660.5% | -246.6% | +391.3% |
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 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