+32.7%
TNA vs EXR
+216.3%
-183.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | +3.7% | -0.4% | +4.2% | +4.3% |
| 30D | +4.4% | +18.2% | -13.8% | -12.6% |
| 3M | -26.7% | +7.3% | -34.0% | -32.1% |
| 6M | -12.8% | +13.8% | -26.7% | -24.9% |
| YTD | +22.7% | +25.9% | -3.3% | -5.0% |
| 1Y | +35.7% | +25.8% | +9.9% | +5.2% |
| 3Y | +134.6% | +53.7% | +80.9% | +49.3% |
| 5Y | -46.0% | -1.8% | -44.2% | -43.0% |
| All | +32.7% | +216.3% | -183.6% | -34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling