+180.8%
TYL vs EXR
+205.9%
-25.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | +4.3% | +1.7% | +2.6% | +3.8% |
| 30D | +28.0% | +18.0% | +9.9% | +21.9% |
| 3M | +32.3% | +9.7% | +22.7% | +28.8% |
| 6M | +29.9% | +13.4% | +16.5% | +25.1% |
| YTD | -7.1% | +26.3% | -33.4% | -13.8% |
| 1Y | -9.2% | +27.6% | -36.8% | -16.1% |
| 3Y | +0.7% | +52.2% | -51.5% | -13.9% |
| 5Y | -21.1% | -1.1% | -20.0% | -23.6% |
| 10Y | +180.8% | +216.8% | -36.0% | +130.6% |
| All | +180.8% | +205.9% | -25.1% | +130.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling