+1,502.2%
TSM vs EXR
+215.3%
+1,287.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.4% |
| 7D | -2.5% | +2.7% | -5.2% | -3.0% |
| 30D | -14.3% | +18.9% | -33.2% | -17.3% |
| 3M | -7.2% | +8.4% | -15.6% | -8.8% |
| 6M | -5.1% | +14.3% | -19.4% | -8.2% |
| YTD | +28.9% | +27.2% | +1.6% | +21.7% |
| 1Y | +37.1% | +25.9% | +11.1% | +29.6% |
| 3Y | +341.5% | +54.6% | +286.8% | +291.4% |
| 5Y | +245.7% | -0.6% | +246.3% | +233.3% |
| 10Y | +1,502.2% | +208.5% | +1,293.7% | +1,205.5% |
| All | +1,502.2% | +215.3% | +1,287.0% | +1,205.5% |
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 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