+468.5%
TXN vs EXR
+216.3%
+252.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | +9.5% | -0.4% | +9.9% | +9.6% |
| 30D | +8.7% | +18.2% | -9.5% | +2.7% |
| 3M | +11.6% | +7.3% | +4.2% | +8.8% |
| 6M | +0.1% | +13.8% | -13.7% | -4.9% |
| YTD | +78.8% | +25.9% | +52.9% | +63.7% |
| 1Y | +91.2% | +25.8% | +65.4% | +75.1% |
| 3Y | +125.8% | +53.7% | +72.1% | +91.4% |
| 5Y | +83.8% | -1.8% | +85.5% | +77.1% |
| All | +468.5% | +216.3% | +252.2% | +314.8% |
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