+67.6%
TEL vs EXR
+23.6%
+44.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -1.4% | -0.7% | -0.8% | -1.2% |
| 30D | -4.9% | -6.9% | +2.1% | -2.8% |
| 3M | +0.1% | -3.0% | +3.1% | +0.8% |
| 6M | +0.4% | -2.9% | +3.3% | +0.9% |
| YTD | -8.9% | +9.3% | -18.2% | -11.4% |
| 1Y | -0.3% | -0.9% | +0.6% | -0.6% |
| 3Y | +67.6% | +24.7% | +42.9% | +56.4% |
| All | +67.6% | +23.6% | +44.0% | +56.4% |
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