-17.3%
TLN vs EXR
+28.1%
-45.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.1% | -11.6% | -8.5% |
| 7D | -6.0% | +11.3% | -17.3% | -6.5% |
| 30D | -1.5% | +21.2% | -22.7% | -2.8% |
| 3M | -3.9% | +8.7% | -12.6% | -4.1% |
| 6M | -15.0% | +18.2% | -33.3% | -17.9% |
| YTD | -12.8% | +27.9% | -40.8% | -14.5% |
| 1Y | -17.3% | +28.3% | -45.6% | -20.3% |
| All | -17.3% | +28.1% | -45.4% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling