+288.4%
TEL vs EXR
+215.7%
+72.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +5.6% | -1.2% | +6.8% | +6.0% |
| 30D | +0.9% | +18.3% | -17.4% | -4.9% |
| 3M | +2.1% | +9.1% | -7.0% | -1.1% |
| 6M | +2.7% | +11.7% | -9.0% | -1.5% |
| YTD | -3.2% | +25.7% | -28.9% | -11.0% |
| 1Y | -10.6% | +24.9% | -35.5% | -17.6% |
| 3Y | +79.8% | +51.4% | +28.4% | +50.8% |
| 5Y | +43.3% | -1.9% | +45.2% | +38.2% |
| All | +288.4% | +215.7% | +72.7% | +182.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling