+10.6%
TE vs EXR
+53.9%
-43.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.2% |
| 7D | -10.5% | +2.7% | -13.2% | -11.4% |
| 30D | -32.4% | +18.9% | -51.4% | -36.5% |
| 3M | -60.9% | +8.4% | -69.2% | -62.0% |
| 6M | -62.8% | +14.3% | -77.1% | -65.1% |
| YTD | -65.7% | +27.2% | -93.0% | -69.8% |
| 1Y | -39.9% | +25.9% | -65.8% | -47.1% |
| 3Y | +10.6% | +54.6% | -44.0% | -11.2% |
| All | +10.6% | +53.9% | -43.2% | -11.2% |
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