+79.8%
TEL vs EXR
+51.9%
+27.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.9% | +1.7% | -2.7% | -1.4% |
| 30D | -0.2% | +18.0% | -18.3% | -5.3% |
| 3M | +2.0% | +9.7% | -7.6% | -1.0% |
| 6M | +6.4% | +13.4% | -7.0% | +2.0% |
| YTD | -3.2% | +26.3% | -29.5% | -10.2% |
| 1Y | -11.2% | +27.6% | -38.7% | -17.8% |
| 3Y | +79.8% | +52.2% | +27.6% | +49.2% |
| All | +79.8% | +51.9% | +27.8% | +49.2% |
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