-78.3%
TE vs EXR
+94.8%
-173.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -22.0% | -1.1% | -20.8% | -21.7% |
| 30D | -33.6% | +18.8% | -52.4% | -37.2% |
| 3M | -61.1% | +9.9% | -71.0% | -62.2% |
| 6M | -64.7% | +12.6% | -77.4% | -66.3% |
| YTD | -68.1% | +26.5% | -94.6% | -71.0% |
| 1Y | -51.7% | +24.5% | -76.2% | -56.0% |
| 3Y | +42.0% | +52.4% | -10.4% | +21.2% |
| 5Y | -80.8% | -1.5% | -79.3% | -82.0% |
| All | -78.3% | +94.8% | -173.1% | -79.7% |
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