-80.5%
TE vs EXR
+93.9%
-174.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -19.1% | -0.4% | -18.6% | -18.9% |
| 30D | -34.1% | +18.2% | -52.4% | -37.5% |
| 3M | -60.1% | +7.3% | -67.5% | -61.0% |
| 6M | -66.0% | +13.8% | -79.8% | -67.6% |
| YTD | -71.4% | +25.9% | -97.3% | -74.0% |
| 1Y | -45.3% | +25.8% | -71.1% | -50.3% |
| 3Y | +9.1% | +53.7% | -44.6% | -7.0% |
| 5Y | -82.6% | -1.8% | -80.8% | -83.7% |
| All | -80.5% | +93.9% | -174.5% | -81.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling