+2,514.3%
TSCO vs EXR
+2,662.2%
-148.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.4% | +1.6% |
| 7D | +0.8% | -2.6% | +3.3% | +1.7% |
| 30D | +5.5% | -7.2% | +12.6% | +8.3% |
| 3M | +20.0% | -3.5% | +23.5% | +21.5% |
| 6M | -29.8% | -5.3% | -24.5% | -28.5% |
| YTD | -28.7% | +9.4% | -38.0% | -31.1% |
| 1Y | -40.9% | +1.3% | -42.2% | -41.5% |
| 3Y | -15.9% | +22.4% | -38.4% | -23.9% |
| 5Y | -3.5% | -12.2% | +8.8% | -3.3% |
| 10Y | +142.2% | +148.6% | -6.4% | +56.1% |
| All | +2,514.3% | +2,662.2% | -148.0% | +509.9% |
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