+97.4%
TXT vs EXR
+147.0%
-49.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.2% | -0.7% | +0.5% | +0.1% |
| 30D | -11.1% | -6.9% | -4.1% | -8.5% |
| 3M | -13.0% | -3.0% | -10.0% | -12.2% |
| 6M | -16.2% | -2.9% | -13.3% | -15.6% |
| YTD | -8.7% | +9.3% | -18.0% | -12.3% |
| 1Y | -3.8% | -0.9% | -2.8% | -4.1% |
| 3Y | +5.5% | +24.7% | -19.2% | -6.8% |
| 5Y | +12.3% | -11.7% | +24.0% | +12.4% |
| 10Y | +97.4% | +148.4% | -51.0% | +35.5% |
| All | +97.4% | +147.0% | -49.6% | +35.5% |
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