+187.5%
TYL vs EXR
+215.7%
-28.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | -1.6% | -1.2% | -0.4% | -1.2% |
| 30D | +22.1% | +18.3% | +3.8% | +16.3% |
| 3M | +33.4% | +9.1% | +24.3% | +30.0% |
| 6M | +36.8% | +11.7% | +25.0% | +32.4% |
| YTD | -6.7% | +25.7% | -32.4% | -13.3% |
| 1Y | -9.2% | +24.9% | -34.1% | -15.5% |
| 3Y | +1.2% | +51.4% | -50.3% | -13.4% |
| 5Y | -23.0% | -1.9% | -21.1% | -25.3% |
| All | +187.5% | +215.7% | -28.2% | +135.4% |
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