+419.8%
TXN vs EXR
+151.8%
+268.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.5% |
| 7D | +4.0% | -1.2% | +5.1% | +4.4% |
| 30D | -2.9% | -6.2% | +3.4% | -0.8% |
| 3M | -9.1% | -7.4% | -1.7% | -7.2% |
| 6M | +36.6% | -0.5% | +37.2% | +36.1% |
| YTD | +57.5% | +8.1% | +49.4% | +52.1% |
| 1Y | +49.5% | -2.9% | +52.4% | +49.5% |
| 3Y | +76.5% | +22.9% | +53.6% | +61.1% |
| 5Y | +62.4% | -10.2% | +72.5% | +61.9% |
| All | +419.8% | +151.8% | +268.0% | +293.8% |
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