+533.4%
TGT vs EXR
+2,662.2%
-2,128.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +0.8% | -2.6% | +3.3% | +1.7% |
| 30D | +12.2% | -7.2% | +19.4% | +15.2% |
| 3M | +33.8% | -3.5% | +37.3% | +35.5% |
| 6M | +39.3% | -5.3% | +44.6% | +41.8% |
| YTD | +72.9% | +9.4% | +63.5% | +66.7% |
| 1Y | +84.6% | +1.3% | +83.2% | +82.9% |
| 3Y | +46.2% | +22.4% | +23.8% | +32.7% |
| 5Y | -21.3% | -12.2% | -9.1% | -20.8% |
| 10Y | +213.5% | +148.6% | +65.0% | +103.5% |
| All | +533.4% | +2,662.2% | -2,128.8% | +47.4% |
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 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