-41.3%
TE vs EXR
-10.8%
-30.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.1% | +10.1% | +10.0% |
| 7D | +18.2% | -0.7% | +18.9% | +18.6% |
| 30D | -13.5% | -6.9% | -6.6% | -10.6% |
| 3M | -44.6% | -3.0% | -41.6% | -44.8% |
| 6M | -24.7% | -2.9% | -21.8% | -25.0% |
| YTD | -24.3% | +9.3% | -33.5% | -29.9% |
| 1Y | +155.6% | -0.9% | +156.5% | +148.6% |
| 3Y | -18.3% | +24.7% | -43.0% | -31.9% |
| 5Y | -41.3% | -11.7% | -29.6% | -42.7% |
| All | -41.3% | -10.8% | -30.5% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling