-47.6%
TAP vs EXR
+217.4%
-265.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -8.0% | -1.1% | -6.9% | -7.7% |
| 30D | +4.1% | +18.8% | -14.7% | -0.8% |
| 3M | -4.4% | +9.9% | -14.3% | -6.9% |
| 6M | -1.9% | +12.6% | -14.6% | -5.1% |
| YTD | -12.1% | +26.5% | -38.6% | -17.6% |
| 1Y | -12.0% | +24.5% | -36.5% | -17.3% |
| 3Y | -25.0% | +52.4% | -77.4% | -34.1% |
| 5Y | -1.1% | -1.5% | +0.4% | -4.3% |
| 10Y | -47.6% | +216.0% | -263.6% | -62.9% |
| All | -47.6% | +217.4% | -265.1% | -62.9% |
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