+10.4%
TXT vs EXR
-0.3%
+10.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -2.5% | +5.2% | -7.7% | -4.3% |
| 30D | +14.4% | +20.9% | -6.5% | +6.9% |
| 3M | -4.9% | +7.7% | -12.6% | -7.5% |
| 6M | -10.2% | +13.2% | -23.4% | -14.4% |
| YTD | -4.1% | +26.5% | -30.6% | -12.2% |
| 1Y | +4.0% | +27.2% | -23.2% | -5.0% |
| 3Y | +8.0% | +71.5% | -63.6% | -14.0% |
| All | +10.4% | -0.3% | +10.7% | +4.2% |
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