+97.4%
TLT vs EXR
+3,114.4%
-3,017.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | +0.1% |
| 7D | +0.3% | +2.7% | -2.4% | +0.4% |
| 30D | +5.1% | +18.9% | -13.8% | +5.9% |
| 3M | -0.2% | +8.4% | -8.5% | +0.2% |
| 6M | -2.9% | +14.3% | -17.2% | -2.3% |
| YTD | -2.7% | +27.2% | -29.9% | -1.6% |
| 1Y | -4.6% | +25.9% | -30.5% | -3.5% |
| 3Y | +6.1% | +54.6% | -48.6% | +9.0% |
| 5Y | -35.1% | -0.6% | -34.5% | -35.1% |
| 10Y | -12.5% | +208.5% | -221.0% | -2.5% |
| All | +97.4% | +3,114.4% | -3,017.0% | +179.3% |
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