-36.2%
TRU vs EXR
-13.9%
-22.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | +0.7% |
| 7D | -6.5% | -3.1% | -3.4% | -4.7% |
| 30D | -2.5% | -7.5% | +5.0% | +2.2% |
| 3M | +10.4% | -7.5% | +17.9% | +15.8% |
| 6M | +1.6% | -5.2% | +6.8% | +5.0% |
| YTD | -9.7% | +6.5% | -16.2% | -13.4% |
| 1Y | -17.3% | -2.0% | -15.2% | -16.7% |
| 3Y | -1.8% | +21.5% | -23.4% | -15.1% |
| 5Y | -36.2% | -11.5% | -24.7% | -35.8% |
| All | -36.2% | -13.9% | -22.4% | -35.8% |
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