-18.3%
TE vs EXR
+23.6%
-41.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.1% | +10.1% | +10.0% |
| 7D | +18.2% | -0.7% | +18.9% | +18.5% |
| 30D | -13.5% | -6.9% | -6.6% | -11.3% |
| 3M | -44.6% | -3.0% | -41.6% | -44.9% |
| 6M | -24.7% | -2.9% | -21.8% | -25.2% |
| YTD | -24.3% | +9.3% | -33.5% | -29.6% |
| 1Y | +155.6% | -0.9% | +156.5% | +150.0% |
| 3Y | -18.3% | +24.7% | -43.0% | -24.9% |
| All | -18.3% | +23.6% | -41.9% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling