-53.2%
TE vs EXR
+68.4%
-121.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | -4.0% | -2.6% | -1.4% | -3.2% |
| 30D | -15.9% | -7.2% | -8.7% | -14.0% |
| 3M | -60.5% | -3.5% | -57.0% | -60.5% |
| 6M | -35.2% | -5.3% | -29.9% | -34.8% |
| YTD | -31.1% | +9.4% | -40.5% | -34.5% |
| 1Y | +148.6% | +1.3% | +147.3% | +142.7% |
| 3Y | -26.4% | +22.4% | -48.8% | -32.9% |
| 5Y | -48.0% | -12.2% | -35.8% | -49.0% |
| All | -53.2% | +68.4% | -121.6% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling