+405.4%
TXG vs EXR
+28.1%
+377.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +3.5% |
| 7D | -19.3% | +11.3% | -30.5% | -19.1% |
| 30D | -30.9% | +21.2% | -52.1% | -31.3% |
| 3M | +41.1% | +8.7% | +32.4% | +42.0% |
| 6M | +211.9% | +18.2% | +193.7% | +202.5% |
| YTD | +314.0% | +27.9% | +286.0% | +297.3% |
| 1Y | +405.4% | +28.3% | +377.1% | +392.1% |
| All | +405.4% | +28.1% | +377.3% | +392.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling