-22.5%
TNA vs EXR
-13.9%
-8.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -1.3% |
| 7D | -3.6% | -3.1% | -0.5% | -0.1% |
| 30D | -10.1% | -7.5% | -2.5% | -1.7% |
| 3M | +2.7% | -7.5% | +10.2% | +10.8% |
| 6M | +38.4% | -5.2% | +43.6% | +46.0% |
| YTD | +45.4% | +6.5% | +38.9% | +33.3% |
| 1Y | +55.9% | -2.0% | +58.0% | +57.0% |
| 3Y | +109.8% | +21.5% | +88.3% | +63.2% |
| 5Y | -22.5% | -11.5% | -11.0% | -7.4% |
| All | -22.5% | -13.9% | -8.6% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling