-9.3%
TSLQ vs EXR
+13.2%
-22.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -5.9% | -5.8% |
| 7D | -7.3% | -1.1% | -6.2% | -7.1% |
| 30D | -13.2% | +18.8% | -32.0% | -16.9% |
| 3M | -37.6% | +9.9% | -47.5% | -38.8% |
| 6M | -9.3% | +12.6% | -21.9% | -6.5% |
| All | -9.3% | +13.2% | -22.5% | -6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling