-25.8%
TE vs EXR
+28.1%
-53.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.1% | -6.6% | -2.2% |
| 7D | +3.8% | +11.3% | -7.5% | +8.4% |
| 30D | -26.2% | +21.2% | -47.4% | -19.7% |
| 3M | -49.7% | +8.7% | -58.4% | -48.8% |
| 6M | -46.5% | +18.2% | -64.7% | -43.6% |
| YTD | -59.1% | +27.9% | -87.1% | -49.7% |
| 1Y | -25.8% | +28.3% | -54.1% | -5.2% |
| All | -25.8% | +28.1% | -53.9% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling