-9.0%
TAP vs EXR
+25.3%
-34.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.1% |
| 7D | +1.3% | -0.4% | +1.7% | +1.5% |
| 30D | +5.7% | +18.2% | -12.5% | -3.5% |
| 3M | -1.9% | +7.3% | -9.2% | -5.7% |
| 6M | +0.9% | +13.8% | -12.9% | -5.4% |
| YTD | -9.5% | +25.9% | -35.4% | -19.6% |
| 1Y | -9.0% | +25.8% | -34.8% | -19.3% |
| All | -9.0% | +25.3% | -34.2% | -19.3% |
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