-1.9%
TRU vs EXR
+21.4%
-23.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | +0.8% |
| 7D | -6.5% | -3.1% | -3.4% | -4.7% |
| 30D | -2.5% | -7.5% | +5.0% | +2.3% |
| 3M | +10.4% | -7.5% | +17.9% | +15.9% |
| 6M | +1.6% | -5.2% | +6.8% | +5.0% |
| YTD | -9.7% | +6.5% | -16.2% | -13.3% |
| 1Y | -17.3% | -2.0% | -15.2% | -16.7% |
| All | -1.9% | +21.4% | -23.3% | -16.2% |
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