+120.8%
TRMB vs EXR
+144.7%
-24.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.4% |
| 7D | -2.9% | -3.1% | +0.2% | -1.7% |
| 30D | -1.8% | -7.5% | +5.7% | +1.3% |
| 3M | +8.4% | -7.5% | +15.9% | +11.8% |
| 6M | -18.5% | -5.2% | -13.3% | -17.0% |
| YTD | -26.7% | +6.5% | -33.2% | -28.9% |
| 1Y | -28.3% | -2.0% | -26.3% | -28.3% |
| 3Y | +12.6% | +21.5% | -8.9% | +0.3% |
| 5Y | -38.7% | -11.5% | -27.2% | -38.1% |
| 10Y | +120.8% | +148.0% | -27.2% | +66.6% |
| All | +120.8% | +144.7% | -24.0% | +66.6% |
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 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