+27.6%
TXG vs EXR
+50.3%
-22.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +4.0% |
| 7D | +9.1% | -3.1% | +12.2% | +11.1% |
| 30D | +14.9% | -7.5% | +22.4% | +20.1% |
| 3M | +120.0% | -7.5% | +127.5% | +127.6% |
| 6M | +221.8% | -5.2% | +227.0% | +228.3% |
| YTD | +312.6% | +6.5% | +306.1% | +290.6% |
| 1Y | +398.4% | -2.0% | +400.5% | +393.6% |
| 3Y | +42.1% | +21.5% | +20.5% | +24.7% |
| 5Y | -63.5% | -11.5% | -51.9% | -61.8% |
| All | +27.6% | +50.3% | -22.7% | +15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling