+269.5%
TW vs EXR
+107.4%
+162.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +4.2% | +5.2% | -1.0% | +2.8% |
| 30D | +18.9% | +20.9% | -1.9% | +12.8% |
| 3M | +23.8% | +7.7% | +16.1% | +21.1% |
| 6M | +17.0% | +13.2% | +3.9% | +12.9% |
| YTD | +19.2% | +26.5% | -7.2% | +10.8% |
| 1Y | +20.1% | +27.2% | -7.1% | +11.4% |
| 3Y | +40.5% | +71.5% | -31.0% | +14.5% |
| 5Y | +38.0% | +0.4% | +37.7% | +33.5% |
| All | +269.5% | +107.4% | +162.1% | +181.1% |
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