+398.4%
TXG vs EXR
-2.8%
+401.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.9% |
| 7D | +9.1% | -3.1% | +12.2% | +9.6% |
| 30D | +14.9% | -7.5% | +22.4% | +16.2% |
| 3M | +120.0% | -7.5% | +127.5% | +121.0% |
| 6M | +221.8% | -5.2% | +227.0% | +215.4% |
| YTD | +312.6% | +6.5% | +306.1% | +295.2% |
| 1Y | +398.4% | -2.0% | +400.5% | +388.3% |
| All | +398.4% | -2.8% | +401.3% | +388.3% |
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