+153.1%
TE vs EXR
-2.8%
+155.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.4% | -3.9% |
| 7D | +15.0% | -3.1% | +18.1% | +13.6% |
| 30D | -7.5% | -7.5% | 0.0% | -10.3% |
| 3M | -42.0% | -7.5% | -34.5% | -43.5% |
| 6M | -31.4% | -5.2% | -26.2% | -34.3% |
| YTD | -26.5% | +6.5% | -33.0% | -25.8% |
| 1Y | +153.1% | -2.0% | +155.1% | +187.6% |
| All | +153.1% | -2.8% | +155.9% | +187.6% |
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 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