+101.8%
TXT vs EXR
+215.3%
-113.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.0% |
| 7D | -3.5% | +2.7% | -6.2% | -4.6% |
| 30D | +15.2% | +18.9% | -3.8% | +7.4% |
| 3M | -4.5% | +8.4% | -12.8% | -7.5% |
| 6M | -6.1% | +14.3% | -20.4% | -11.3% |
| YTD | -2.0% | +27.2% | -29.2% | -11.4% |
| 1Y | +4.2% | +25.9% | -21.7% | -5.5% |
| 3Y | +14.4% | +54.6% | -40.2% | -7.3% |
| 5Y | +12.3% | -0.6% | +12.9% | +7.6% |
| 10Y | +101.8% | +208.5% | -106.7% | +32.3% |
| All | +101.8% | +215.3% | -113.4% | +32.3% |
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