-7.6%
TSLA vs EXR
-0.3%
-7.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.5% |
| 7D | -10.4% | +5.2% | -15.6% | -12.6% |
| 30D | -5.2% | +20.9% | -26.1% | -13.7% |
| 3M | +12.1% | +7.7% | +4.4% | +7.9% |
| 6M | -10.2% | +13.2% | -23.3% | -16.2% |
| YTD | -20.3% | +26.5% | -46.8% | -30.5% |
| 1Y | -19.7% | +27.2% | -46.9% | -30.4% |
| 3Y | +63.4% | +71.5% | -8.2% | +12.3% |
| All | -7.6% | -0.3% | -7.2% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling