+18.8%
TXG vs EXR
+54.3%
-35.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.2% |
| 7D | +1.8% | -2.6% | +4.4% | +3.3% |
| 30D | +32.0% | -7.2% | +39.2% | +37.7% |
| 3M | +87.0% | -3.5% | +90.5% | +89.0% |
| 6M | +180.1% | -5.3% | +185.4% | +186.3% |
| YTD | +284.1% | +9.4% | +274.8% | +258.4% |
| 1Y | +361.7% | +1.3% | +360.4% | +348.7% |
| 3Y | +15.9% | +22.4% | -6.5% | +1.3% |
| 5Y | -66.2% | -12.2% | -53.9% | -64.9% |
| All | +18.8% | +54.3% | -35.6% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling