+1,598.5%
TSM vs EXR
+205.9%
+1,392.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | -2.1% | +1.7% | -3.8% | -2.4% |
| 30D | -12.5% | +18.0% | -30.6% | -15.4% |
| 3M | -5.0% | +9.7% | -14.7% | -6.8% |
| 6M | -3.2% | +13.4% | -16.7% | -6.1% |
| YTD | +31.5% | +26.3% | +5.2% | +24.4% |
| 1Y | +35.7% | +27.6% | +8.1% | +28.0% |
| 3Y | +323.5% | +52.2% | +271.3% | +277.0% |
| 5Y | +263.4% | -1.1% | +264.4% | +250.8% |
| 10Y | +1,598.5% | +216.8% | +1,381.7% | +1,305.7% |
| All | +1,598.5% | +205.9% | +1,392.6% | +1,305.7% |
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