-79.7%
TE vs EXR
-0.5%
-79.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.3% |
| 7D | -10.5% | +2.7% | -13.2% | -11.7% |
| 30D | -32.4% | +18.9% | -51.4% | -38.0% |
| 3M | -60.9% | +8.4% | -69.2% | -62.4% |
| 6M | -62.8% | +14.3% | -77.1% | -65.8% |
| YTD | -65.7% | +27.2% | -93.0% | -70.7% |
| 1Y | -39.9% | +25.9% | -65.8% | -48.8% |
| 3Y | +10.6% | +54.6% | -44.0% | -19.0% |
| 5Y | -79.7% | -0.6% | -79.1% | -81.9% |
| All | -79.7% | -0.5% | -79.2% | -81.9% |
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 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