-49.8%
TAP vs EXR
+221.5%
-271.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.3% |
| 7D | +0.5% | +5.2% | -4.7% | -0.9% |
| 30D | +9.1% | +20.9% | -11.7% | +3.5% |
| 3M | -3.8% | +7.7% | -11.5% | -5.8% |
| 6M | -3.4% | +13.2% | -16.6% | -6.7% |
| YTD | -10.6% | +26.5% | -37.1% | -16.3% |
| 1Y | -4.4% | +27.2% | -31.6% | -10.6% |
| 3Y | -24.4% | +71.5% | -95.9% | -35.7% |
| 5Y | +2.1% | +0.4% | +1.7% | -1.8% |
| All | -49.8% | +221.5% | -271.3% | -65.0% |
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