-17.3%
TLN vs EXEL
+92.4%
-109.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.6% | -9.1% | -8.6% |
| 7D | -6.0% | +9.8% | -15.8% | -6.9% |
| 30D | -1.5% | +23.6% | -25.2% | -3.8% |
| 3M | -3.9% | +29.9% | -33.8% | -7.0% |
| 6M | -15.0% | +64.7% | -79.7% | -23.4% |
| YTD | -12.8% | +66.0% | -78.8% | -21.2% |
| 1Y | -17.3% | +92.0% | -109.3% | -27.5% |
| All | -17.3% | +92.4% | -109.7% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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