-25.6%
TGT vs EXR
-1.1%
-24.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | +5.5% | +1.7% | +3.8% | +4.9% |
| 30D | +6.0% | +18.0% | -12.0% | -0.5% |
| 3M | +8.0% | +9.7% | -1.7% | +4.2% |
| 6M | +32.3% | +13.4% | +18.9% | +25.9% |
| YTD | +71.3% | +26.3% | +45.0% | +55.8% |
| 1Y | +86.8% | +27.6% | +59.3% | +69.3% |
| 3Y | +67.9% | +52.2% | +15.7% | +39.8% |
| All | -25.6% | -1.1% | -24.6% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling