+11.5%
TXT vs EXR
-11.8%
+23.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | -4.8% | -2.6% | -2.2% | -3.9% |
| 30D | -10.6% | -7.2% | -3.4% | -8.2% |
| 3M | -13.2% | -3.5% | -9.7% | -12.3% |
| 6M | -20.3% | -5.3% | -15.0% | -19.1% |
| YTD | -9.3% | +9.4% | -18.6% | -12.4% |
| 1Y | -2.7% | +1.3% | -4.0% | -3.7% |
| 3Y | +1.4% | +22.4% | -21.0% | -8.1% |
| All | +11.5% | -11.8% | +23.4% | +10.3% |
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 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