+76.5%
TNA vs EXR
+151.8%
-75.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.2% |
| 7D | -7.3% | -1.2% | -6.1% | -6.1% |
| 30D | -14.2% | -6.2% | -8.0% | -8.2% |
| 3M | -4.6% | -7.4% | +2.8% | +2.4% |
| 6M | +36.9% | -0.5% | +37.5% | +37.2% |
| YTD | +42.5% | +8.1% | +34.5% | +30.1% |
| 1Y | +45.8% | -2.9% | +48.6% | +48.5% |
| 3Y | +104.7% | +22.9% | +81.7% | +64.7% |
| 5Y | -21.7% | -10.2% | -11.5% | -8.7% |
| All | +76.5% | +151.8% | -75.3% | +0.1% |
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