-44.9%
TAP vs EXR
+216.3%
-261.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.2% |
| 7D | +1.3% | -0.4% | +1.7% | +1.4% |
| 30D | +5.7% | +18.2% | -12.5% | +0.9% |
| 3M | -1.9% | +7.3% | -9.2% | -3.8% |
| 6M | +0.9% | +13.8% | -12.9% | -2.6% |
| YTD | -9.5% | +25.9% | -35.4% | -15.1% |
| 1Y | -9.0% | +25.8% | -34.8% | -14.6% |
| 3Y | -22.2% | +53.7% | -76.0% | -31.8% |
| 5Y | +1.2% | -1.8% | +3.0% | -2.0% |
| All | -44.9% | +216.3% | -261.2% | -61.0% |
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