-9.9%
TYL vs EXR
+28.1%
-38.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.6% | +4.0% |
| 7D | +17.3% | +11.3% | +6.0% | +14.7% |
| 30D | +28.9% | +21.2% | +7.7% | +24.5% |
| 3M | +35.1% | +8.7% | +26.3% | +31.8% |
| 6M | +29.3% | +18.2% | +11.1% | +26.9% |
| YTD | -6.8% | +27.9% | -34.7% | -10.0% |
| 1Y | -9.9% | +28.3% | -38.2% | -13.3% |
| All | -9.9% | +28.1% | -38.0% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling