-25.0%
TGT vs EXR
-13.9%
-11.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.2% |
| 7D | -3.6% | -3.1% | -0.5% | -2.4% |
| 30D | +4.4% | -7.5% | +11.9% | +7.6% |
| 3M | +25.4% | -7.5% | +32.9% | +29.1% |
| 6M | +33.4% | -5.2% | +38.6% | +35.9% |
| YTD | +65.6% | +6.5% | +59.1% | +60.9% |
| 1Y | +80.3% | -2.0% | +82.3% | +80.7% |
| 3Y | +42.1% | +21.5% | +20.6% | +29.1% |
| 5Y | -25.0% | -11.5% | -13.5% | -24.4% |
| All | -25.0% | -13.9% | -11.1% | -24.4% |
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 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