-33.3%
TLT vs EXR
-11.8%
-21.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -0.4% | -2.6% | +2.1% | -0.1% |
| 30D | -0.6% | -7.2% | +6.6% | +0.4% |
| 3M | -2.7% | -3.5% | +0.8% | -2.3% |
| 6M | -5.6% | -5.3% | -0.3% | -5.1% |
| YTD | -2.8% | +9.4% | -12.1% | -4.2% |
| 1Y | -1.4% | +1.3% | -2.8% | -1.9% |
| 3Y | -1.6% | +22.4% | -24.0% | -5.0% |
| All | -33.3% | -11.8% | -21.4% | -34.5% |
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