+115.8%
TAP vs EXR
+3,113.6%
-2,997.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | +7.7% | +6.8% | +0.9% | +6.1% |
| 30D | +14.4% | +19.6% | -5.2% | +9.8% |
| 3M | +2.0% | +8.0% | -5.9% | +0.3% |
| 6M | +2.5% | +17.2% | -14.7% | -1.1% |
| YTD | -6.4% | +27.2% | -33.6% | -11.5% |
| 1Y | -2.3% | +26.1% | -28.4% | -7.4% |
| 3Y | -20.3% | +70.7% | -91.0% | -30.3% |
| 5Y | +6.9% | +1.0% | +5.9% | +3.4% |
| 10Y | -46.3% | +227.1% | -273.4% | -60.8% |
| All | +115.8% | +3,113.6% | -2,997.7% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling