+344.9%
TRV vs EXR
+216.3%
+128.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.0% | -0.4% | +2.5% | +2.1% |
| 30D | +6.7% | +18.2% | -11.5% | +1.9% |
| 3M | +9.4% | +7.3% | +2.0% | +7.2% |
| 6M | +37.7% | +13.8% | +23.9% | +32.8% |
| YTD | +40.6% | +25.9% | +14.7% | +31.5% |
| 1Y | +42.4% | +25.8% | +16.6% | +33.2% |
| 3Y | +148.1% | +53.7% | +94.4% | +114.6% |
| 5Y | +181.7% | -1.8% | +183.4% | +172.7% |
| All | +344.9% | +216.3% | +128.6% | +193.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling