+227.6%
TRU vs EXR
+216.6%
+11.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.2% | -4.7% | -5.4% |
| 7D | -6.8% | -2.6% | -4.2% | -5.6% |
| 30D | 0.0% | -7.2% | +7.2% | +3.7% |
| 3M | +13.3% | -3.5% | +16.8% | +15.5% |
| 6M | +3.4% | -5.3% | +8.7% | +6.2% |
| YTD | -6.4% | +9.4% | -15.7% | -10.4% |
| 1Y | -9.7% | +1.3% | -11.0% | -10.6% |
| 3Y | +0.1% | +22.4% | -22.3% | -9.8% |
| 5Y | -34.0% | -12.2% | -21.8% | -32.4% |
| 10Y | +147.9% | +148.6% | -0.7% | +80.6% |
| All | +227.6% | +216.6% | +11.0% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling