-14.0%
TSN vs EXR
-0.3%
-13.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +4.6% | +5.2% | -0.6% | +3.5% |
| 30D | +15.4% | +20.9% | -5.4% | +10.7% |
| 3M | +2.9% | +7.7% | -4.8% | +1.2% |
| 6M | -10.8% | +13.2% | -24.0% | -13.3% |
| YTD | +4.5% | +26.5% | -22.0% | -1.3% |
| 1Y | +19.5% | +27.2% | -7.7% | +12.8% |
| 3Y | +42.2% | +71.5% | -29.3% | +24.3% |
| All | -14.0% | -0.3% | -13.7% | -18.8% |
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