+202.1%
TXT vs EXR
+3,094.9%
-2,892.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.6% |
| 7D | -2.5% | +5.2% | -7.7% | -5.4% |
| 30D | +14.4% | +20.9% | -6.5% | +2.7% |
| 3M | -4.9% | +7.7% | -12.6% | -8.9% |
| 6M | -10.2% | +13.2% | -23.4% | -16.8% |
| YTD | -4.1% | +26.5% | -30.6% | -16.8% |
| 1Y | +4.0% | +27.2% | -23.2% | -10.2% |
| 3Y | +8.0% | +71.5% | -63.6% | -25.6% |
| 5Y | +8.4% | +0.4% | +8.1% | -1.5% |
| 10Y | +116.6% | +225.2% | -108.6% | -12.3% |
| All | +202.1% | +3,094.9% | -2,892.9% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling