+600.6%
TLN vs EXEL
+196.4%
+404.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.3% | +5.0% | +2.9% |
| 7D | +10.9% | +1.4% | +9.5% | +10.8% |
| 30D | -6.3% | +6.7% | -13.0% | -6.6% |
| 3M | -10.7% | +11.5% | -22.2% | -11.3% |
| 6M | +1.6% | +38.8% | -37.2% | -0.4% |
| YTD | -13.1% | +31.6% | -44.7% | -14.5% |
| 1Y | -15.1% | +53.0% | -68.1% | -16.5% |
| 3Y | +495.0% | +160.8% | +334.2% | +506.0% |
| All | +600.6% | +196.4% | +404.2% | +628.5% |
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 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