+3.1%
TXT vs EXR
+22.7%
-19.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -4.8% | -2.6% | -2.2% | -4.0% |
| 30D | -10.6% | -7.2% | -3.4% | -8.5% |
| 3M | -13.2% | -3.5% | -9.7% | -12.4% |
| 6M | -20.3% | -5.3% | -15.0% | -19.3% |
| YTD | -9.3% | +9.4% | -18.6% | -12.0% |
| 1Y | -2.7% | +1.3% | -4.0% | -3.7% |
| All | +3.1% | +22.7% | -19.6% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling