+40.5%
TW vs EXR
+53.9%
-13.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +3.4% | +2.7% | +0.7% | +3.0% |
| 30D | +15.5% | +18.9% | -3.5% | +12.8% |
| 3M | +25.1% | +8.4% | +16.8% | +23.7% |
| 6M | +18.2% | +14.3% | +3.9% | +16.1% |
| YTD | +19.7% | +27.2% | -7.5% | +15.7% |
| 1Y | +18.1% | +25.9% | -7.8% | +14.3% |
| 3Y | +40.5% | +54.6% | -14.1% | +41.8% |
| All | +40.5% | +53.9% | -13.3% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling