-34.5%
TLT vs EXR
-1.8%
-32.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | +1.0% | +18.2% | -17.2% | -1.3% |
| 3M | -2.7% | +7.3% | -10.1% | -3.8% |
| 6M | -4.1% | +13.8% | -18.0% | -6.0% |
| YTD | -5.4% | +25.9% | -31.3% | -8.6% |
| 1Y | -7.0% | +25.8% | -32.8% | -10.3% |
| 3Y | +2.8% | +53.7% | -50.9% | -3.4% |
| All | -34.5% | -1.8% | -32.8% | -34.6% |
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 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