+168.9%
TYL vs EXR
+221.5%
-52.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | +6.7% | +5.2% | +1.5% | +5.1% |
| 30D | +26.5% | +20.9% | +5.7% | +19.7% |
| 3M | +37.3% | +7.7% | +29.6% | +34.3% |
| 6M | +31.2% | +13.2% | +18.0% | +26.4% |
| YTD | -7.4% | +26.5% | -33.8% | -14.1% |
| 1Y | -9.6% | +27.2% | -36.8% | -16.3% |
| 3Y | +1.9% | +71.5% | -69.6% | -16.4% |
| 5Y | -21.1% | +0.4% | -21.5% | -23.8% |
| All | +168.9% | +221.5% | -52.6% | +116.5% |
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