+2,151.5%
TXN vs EXR
+2,662.2%
-510.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.2% |
| 7D | -0.1% | -2.6% | +2.5% | +0.8% |
| 30D | -6.9% | -7.2% | +0.2% | -4.6% |
| 3M | -14.9% | -3.5% | -11.4% | -14.4% |
| 6M | +29.0% | -5.3% | +34.3% | +30.7% |
| YTD | +51.5% | +9.4% | +42.1% | +46.0% |
| 1Y | +41.6% | +1.3% | +40.2% | +39.7% |
| 3Y | +65.8% | +22.4% | +43.4% | +51.6% |
| 5Y | +56.8% | -12.2% | +69.0% | +57.4% |
| 10Y | +387.5% | +148.6% | +238.9% | +234.5% |
| All | +2,151.5% | +2,662.2% | -510.7% | +584.8% |
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 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