+12.4%
TSN vs EXR
+215.7%
-203.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | -1.4% | -1.2% | -0.2% | -1.1% |
| 30D | +10.2% | +18.3% | -8.1% | +5.4% |
| 3M | +7.2% | +9.1% | -1.9% | +4.7% |
| 6M | -10.6% | +11.7% | -22.3% | -13.3% |
| YTD | +3.7% | +25.7% | -22.0% | -2.9% |
| 1Y | +13.5% | +24.9% | -11.4% | +6.4% |
| 3Y | +40.1% | +51.4% | -11.4% | +22.5% |
| 5Y | -14.5% | -1.9% | -12.5% | -17.3% |
| All | +12.4% | +215.7% | -203.3% | -27.2% |
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