+628.3%
TLN vs EXEL
+257.5%
+370.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.3% | +5.8% | +7.0% |
| 7D | -1.3% | +0.3% | -1.6% | -1.3% |
| 30D | -10.5% | +19.0% | -29.5% | -11.0% |
| 3M | +0.1% | +33.3% | -33.2% | -1.0% |
| 6M | -17.4% | +42.9% | -60.3% | -18.8% |
| YTD | -9.7% | +58.7% | -68.4% | -11.7% |
| 1Y | -12.3% | +70.5% | -82.8% | -14.3% |
| 3Y | +528.3% | +233.8% | +294.4% | +535.1% |
| All | +628.3% | +257.5% | +370.8% | +652.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling