+45.8%
TNA vs EXR
-0.7%
+46.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.3% |
| 7D | -7.3% | -1.2% | -6.1% | -6.3% |
| 30D | -14.2% | -6.2% | -8.0% | -9.4% |
| 3M | -4.6% | -7.4% | +2.8% | +1.0% |
| 6M | +36.9% | -0.5% | +37.5% | +34.1% |
| YTD | +42.5% | +8.1% | +34.5% | +29.5% |
| 1Y | +45.8% | -2.9% | +48.6% | +34.6% |
| All | +45.8% | -0.7% | +46.4% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling