+107.0%
TAP vs EXR
+2,662.2%
-2,555.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.1% |
| 7D | -2.3% | -2.6% | +0.2% | -1.7% |
| 30D | -2.1% | -7.2% | +5.0% | -0.4% |
| 3M | +6.6% | -3.5% | +10.1% | +7.6% |
| 6M | -11.5% | -5.3% | -6.2% | -10.4% |
| YTD | -10.3% | +9.4% | -19.6% | -12.1% |
| 1Y | -14.4% | +1.3% | -15.7% | -14.7% |
| 3Y | -28.3% | +22.4% | -50.7% | -32.4% |
| 5Y | +1.7% | -12.2% | +13.9% | +1.4% |
| 10Y | -49.2% | +148.6% | -197.8% | -60.6% |
| All | +107.0% | +2,662.2% | -2,555.2% | -2.1% |
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