+17.6%
TXG vs EXR
+78.5%
-60.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -8.1% | -1.1% | -7.0% | -7.4% |
| 30D | -17.5% | +18.8% | -36.2% | -25.6% |
| 3M | +6.1% | +9.9% | -3.8% | -0.1% |
| 6M | +202.7% | +12.6% | +190.1% | +178.1% |
| YTD | +280.4% | +26.5% | +253.9% | +224.5% |
| 1Y | +274.0% | +24.5% | +249.5% | +221.2% |
| 3Y | +74.9% | +52.4% | +22.5% | +34.4% |
| 5Y | -63.0% | -1.5% | -61.5% | -64.5% |
| All | +17.6% | +78.5% | -60.9% | -4.0% |
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