+60.2%
TXG vs EXR
+53.5%
+6.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.7% |
| 7D | -1.8% | -0.4% | -1.4% | -1.5% |
| 30D | -20.4% | +18.2% | -38.6% | -28.8% |
| 3M | +0.1% | +7.3% | -7.3% | -4.7% |
| 6M | +176.2% | +13.8% | +162.3% | +148.7% |
| YTD | +256.8% | +25.9% | +230.8% | +194.4% |
| 1Y | +255.9% | +25.8% | +230.1% | +192.7% |
| 3Y | +60.2% | +53.7% | +6.5% | +7.1% |
| All | +60.2% | +53.5% | +6.7% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling