+134.6%
TNA vs EXR
+53.5%
+81.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.1% |
| 3M | -26.7% | +7.3% | -34.0% | -32.2% |
| 6M | -12.8% | +13.8% | -26.7% | -25.5% |
| YTD | +22.7% | +25.9% | -3.3% | -7.0% |
| 1Y | +35.7% | +25.8% | +9.9% | +3.1% |
| 3Y | +134.6% | +53.7% | +80.9% | +19.8% |
| All | +134.6% | +53.5% | +81.0% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling