+375.7%
TSN vs EXR
+3,090.1%
-2,714.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | +5.8% | +1.7% | +4.1% | +5.3% |
| 30D | +12.8% | +18.0% | -5.2% | +6.7% |
| 3M | +6.5% | +9.7% | -3.2% | +3.1% |
| 6M | -10.3% | +13.4% | -23.7% | -14.2% |
| YTD | +5.5% | +26.3% | -20.8% | -3.2% |
| 1Y | +15.8% | +27.6% | -11.8% | +5.9% |
| 3Y | +42.5% | +52.2% | -9.6% | +19.9% |
| 5Y | -14.3% | -1.1% | -13.3% | -18.9% |
| 10Y | +18.2% | +216.8% | -198.6% | -29.7% |
| All | +375.7% | +3,090.1% | -2,714.4% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling