+58.3%
TXN vs EXR
-11.6%
+69.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.2% | -0.7% | +2.9% | +2.5% |
| 30D | -9.5% | -6.9% | -2.6% | -7.0% |
| 3M | -10.5% | -3.0% | -7.6% | -10.1% |
| 6M | +35.4% | -2.9% | +38.3% | +35.9% |
| YTD | +51.8% | +9.3% | +42.5% | +44.9% |
| 1Y | +42.9% | -0.9% | +43.9% | +41.7% |
| 3Y | +71.3% | +24.7% | +46.6% | +52.4% |
| All | +58.3% | -11.6% | +69.9% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling