+277.8%
TKO vs EXR
-11.6%
+289.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +0.1% | -3.2% | +3.3% | +0.9% |
| 30D | -2.6% | -6.9% | +4.3% | -0.9% |
| 3M | -7.8% | -7.8% | 0.0% | -6.0% |
| 6M | -7.0% | -4.9% | -2.1% | -6.0% |
| YTD | -8.5% | +7.2% | -15.7% | -10.1% |
| 1Y | -1.3% | -1.5% | +0.2% | -1.2% |
| 3Y | +105.0% | +22.3% | +82.7% | +92.1% |
| All | +277.8% | -11.6% | +289.5% | +269.4% |
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