+3.2%
TAP vs EXR
+28.1%
-24.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | 0.0% | +1.2% |
| 7D | +9.9% | +11.3% | -1.3% | +3.4% |
| 30D | +18.1% | +21.2% | -3.0% | +6.0% |
| 3M | +3.2% | +8.7% | -5.5% | -1.7% |
| 6M | +8.4% | +18.2% | -9.8% | -0.6% |
| YTD | -4.4% | +27.9% | -32.4% | -16.8% |
| 1Y | +3.2% | +28.3% | -25.1% | -10.7% |
| All | +3.2% | +28.1% | -24.8% | -10.7% |
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