+683.8%
TEL vs EXR
+1,647.6%
-963.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.2% |
| 7D | +3.0% | -2.6% | +5.5% | +4.1% |
| 30D | -3.9% | -7.2% | +3.3% | -0.9% |
| 3M | -5.1% | -3.5% | -1.6% | -3.9% |
| 6M | +0.6% | -5.3% | +5.9% | +2.7% |
| YTD | -7.3% | +9.4% | -16.6% | -11.1% |
| 1Y | +1.1% | +1.3% | -0.2% | -0.3% |
| 3Y | +63.7% | +22.4% | +41.3% | +44.4% |
| 5Y | +50.7% | -12.2% | +62.9% | +50.3% |
| 10Y | +290.2% | +148.6% | +141.6% | +131.7% |
| All | +683.8% | +1,647.6% | -963.7% | +58.6% |
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