+1,738.1%
TRV vs EXR
+2,662.2%
-924.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -0.1% | -2.6% | +2.4% | +0.8% |
| 30D | -3.4% | -7.2% | +3.8% | -0.8% |
| 3M | +26.4% | -3.5% | +29.9% | +28.0% |
| 6M | +19.3% | -5.3% | +24.6% | +21.4% |
| YTD | +28.3% | +9.4% | +19.0% | +23.5% |
| 1Y | +34.3% | +1.3% | +33.0% | +32.5% |
| 3Y | +140.1% | +22.4% | +117.7% | +114.0% |
| 5Y | +155.7% | -12.2% | +168.0% | +149.2% |
| 10Y | +285.5% | +148.6% | +137.0% | +137.0% |
| All | +1,738.1% | +2,662.2% | -924.2% | +284.9% |
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