+57.9%
TRU vs EXR
+53.5%
+4.4%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | 0.0% | -0.4% | +0.5% | +0.3% |
| 30D | +21.3% | +18.2% | +3.1% | +9.4% |
| 3M | +0.2% | +7.3% | -7.1% | -4.1% |
| 6M | +22.4% | +13.8% | +8.5% | +13.1% |
| YTD | -4.8% | +25.9% | -30.8% | -17.6% |
| 1Y | -0.2% | +25.8% | -26.0% | -13.5% |
| 3Y | +57.9% | +53.7% | +4.2% | +16.7% |
| All | +57.9% | +53.5% | +4.4% | +16.7% |
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 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