+181.2%
TSCO vs EXR
+151.8%
+29.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | -5.7% | -1.2% | -4.5% | -5.3% |
| 30D | -8.8% | -6.2% | -2.5% | -7.0% |
| 3M | +6.3% | -7.4% | +13.7% | +8.7% |
| 6M | -32.3% | -0.5% | -31.7% | -32.1% |
| YTD | -32.7% | +8.1% | -40.8% | -34.3% |
| 1Y | -43.7% | -2.9% | -40.8% | -43.4% |
| 3Y | -19.7% | +22.9% | -42.6% | -25.3% |
| 5Y | -11.6% | -10.2% | -1.5% | -11.5% |
| All | +181.2% | +151.8% | +29.5% | +139.7% |
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 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