+680.9%
TLN vs EXEL
+268.7%
+412.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.1% | +4.1% | +7.1% |
| 7D | +9.1% | +2.3% | +6.8% | +9.0% |
| 30D | -4.1% | +19.8% | -23.9% | -4.7% |
| 3M | +4.4% | +32.7% | -28.2% | +3.3% |
| 6M | -6.0% | +49.0% | -55.0% | -7.8% |
| YTD | -3.1% | +63.7% | -66.8% | -5.4% |
| 1Y | -6.1% | +75.8% | -81.9% | -8.4% |
| 3Y | +575.3% | +241.3% | +334.0% | +581.7% |
| All | +680.9% | +268.7% | +412.3% | +705.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling