+24.2%
TW vs EXR
-10.8%
+35.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | -2.3% | -2.6% | +0.2% | -1.7% |
| 30D | +3.9% | -7.2% | +11.1% | +5.8% |
| 3M | +5.7% | -3.5% | +9.2% | +6.6% |
| 6M | -14.5% | -5.3% | -9.2% | -13.6% |
| YTD | -0.9% | +9.4% | -10.2% | -3.6% |
| 1Y | -13.5% | +1.3% | -14.8% | -14.3% |
| 3Y | +25.0% | +22.4% | +2.6% | +14.3% |
| All | +24.2% | -10.8% | +35.0% | +27.5% |
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 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