+66.3%
TPG vs EXR
-22.4%
+88.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.7% | -4.3% |
| 7D | -11.8% | -3.2% | -8.6% | -10.5% |
| 30D | -6.3% | -6.9% | +0.6% | -3.2% |
| 3M | +13.6% | -7.8% | +21.4% | +17.5% |
| 6M | +13.8% | -4.9% | +18.7% | +16.0% |
| YTD | -23.7% | +7.2% | -30.9% | -26.5% |
| 1Y | -18.2% | -1.5% | -16.7% | -18.3% |
| 3Y | +80.1% | +22.3% | +57.9% | +54.4% |
| All | +66.3% | -22.4% | +88.7% | +74.6% |
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 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