-50.0%
TE vs EXR
+64.0%
-114.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.4% | -2.2% |
| 7D | +15.0% | -3.1% | +18.1% | +16.1% |
| 30D | -7.5% | -7.5% | 0.0% | -5.3% |
| 3M | -42.0% | -7.5% | -34.5% | -41.1% |
| 6M | -31.4% | -5.2% | -26.2% | -31.0% |
| YTD | -26.5% | +6.5% | -33.0% | -29.5% |
| 1Y | +153.1% | -2.0% | +155.1% | +149.6% |
| 3Y | -20.7% | +21.5% | -42.2% | -27.4% |
| 5Y | -45.4% | -11.5% | -33.9% | -46.0% |
| All | -50.0% | +64.0% | -114.0% | -50.6% |
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