-12.0%
TAP vs EXR
+26.8%
-38.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -8.0% | -1.1% | -6.9% | -7.4% |
| 30D | +4.1% | +18.8% | -14.7% | -5.3% |
| 3M | -4.4% | +9.9% | -14.3% | -9.2% |
| 6M | -1.9% | +12.6% | -14.6% | -7.8% |
| YTD | -12.1% | +26.5% | -38.6% | -22.2% |
| 1Y | -12.0% | +24.5% | -36.5% | -21.3% |
| All | -12.0% | +26.8% | -38.8% | -21.3% |
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