+69.0%
TPG vs EXR
-21.7%
+90.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | -9.4% | -1.2% | -8.3% | -8.9% |
| 30D | -5.3% | -6.2% | +1.0% | -2.5% |
| 3M | +12.9% | -7.4% | +20.3% | +16.6% |
| 6M | +20.1% | -0.5% | +20.6% | +19.9% |
| YTD | -22.5% | +8.1% | -30.6% | -25.6% |
| 1Y | -19.7% | -2.9% | -16.8% | -19.3% |
| 3Y | +81.2% | +22.9% | +58.3% | +55.0% |
| All | +69.0% | -21.7% | +90.7% | +76.7% |
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