+29.4%
TRMB vs EXR
+69.9%
-40.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -16.7% | +5.2% | -21.9% | -18.1% |
| 30D | -9.9% | +20.9% | -30.8% | -15.2% |
| 3M | -7.6% | +7.7% | -15.3% | -9.9% |
| 6M | -14.7% | +13.2% | -27.9% | -18.0% |
| YTD | -30.9% | +26.5% | -57.4% | -36.0% |
| 1Y | -31.3% | +27.2% | -58.6% | -36.6% |
| 3Y | +29.4% | +71.5% | -42.1% | +10.4% |
| All | +29.4% | +69.9% | -40.5% | +10.4% |
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 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